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karencsh · 2019年03月10日

问一道题:NO.PZ2019010402000015

问题如下图:

    

选项:

A.

B.

C.

解释:


2个月的时间点settle,为什么分母还需要折现,不应该往t0时刻折现?折60/360,为什么是折90/360

1 个答案

竹子 · 2019年03月10日

结算金额是在5时刻确定的,但结算时间是在2时刻,所以需要将5时刻的金额向2时刻折现

5和2之间,应该是3*30=90

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