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单 · 2024年07月16日

计算器怎么按？

  1. CFA I
  2. Fixed Income

NO.PZ2016031001000088

问题如下：


All rates are annual rates stated for a periodicity of one (effective annual rates).

The 3-year implied spot rate is closest to:

选项：

A.

1.18%.

B.

1.94%.

C.

2.28%.

解释：

B is correct.

The 3 year implied spot rate is closest to 1.94%. It is calculated as the geometric average of the one-year forward rates:

(1.0080 × 1.0112 × 1.0394) = (1 + z3)3

1.05945 =(1+Z3)3

[1.05945]1/3= [(1+Z3)3] 1/3

1.01944 = 1 + z3

1.01944-1 = z3

0.01944 = z3, z3 = 1.944% or approximately 1.94%

考点：spot rate & forward rate

解析：(1+S3 )3 =[1+f(0y1y)]×[1+f(1y1y)]×[1+f(2y1y)]，把表格内的数据代入公式的右边，就可以反求出S3 =1.94%，故选项B正确。

请问这个开三次方用BA2️⃣ 计算器怎么按？列了式子不会计算

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1 个答案

吴昊_品职助教 · 2024年07月17日

嗨，爱思考的PZer你好：


我们可以利用yx这个按键，这个按键代表的是次方的意思。

三次根号就是开三分之一次，所以可以先按yx，再按0.33333，就可以开三次方了。

如果要精确一点，你可以把三分之一保留在按键1中，1/3---STO---1，然后yx---RCL---1（这一步就将存储的1/3调取出来了）

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加油吧，让我们一起遇见更好的自己！

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