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二狗 · 2024年10月08日

上图的coupon rate和下图的coupon rate分别指什么？

  1. CFA I
  2. Fixed Income

* 问题详情，请 查看题干

NO.PZ202305230100009603

问题如下：

Shown below are three properties whose mortgages are securitized to create a sequential-pay CMBS and information related to the four tranches comprising the CMBS.


Prepayment: No prepayment on the underlying mortgages is allowed in the first 5 years.



The weighted average proceeds from the mortgages is closest to:

选项：

A.

3.47%

B.

3.50%

C.

3.61%

解释：

The correct answer is C.

The weighted average proceeds from the mortgages (WAMP shown below) is calculated as the coupon rate of each mortgage weighted by that mortgage’s value/amount as a percentage of the total value of all the mortgages:


如题

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笛子_品职助教 · 2024年10月09日

嗨，努力学习的PZer你好：


上图的coupon rate和下图的coupon rate分别指什么？

Hello，亲爱的同学~

coupon rate是指：债券每年的利息金额（coupon），除以债券的面值（Par value、Pricinple value）。

例如，面值100元的债券，每年付息1次，每次付息3元钱。

那么，coupon rate = 3元/100元 =3%。


对以上答疑服务，只要同学还有任何不理解的地方，都可以随时继续追问的。

祝学习顺利，逢考必过~

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