该知识点在视频课的那个地方?
问题如下图:
选项:
A.
B.
C.
解释:
NO.PZ2016031001000085问题如下Whiof the following statements scribing a pcurve is incorrect?A.A pcurve is obtainefrom a spot curve.B.All bon on a pcurve are assumeto have fferent cret risk.C.A pcurve is a sequenof yiel-to-maturity sutheabonis pricepvalue. B is correct.All bon on a pcurve are assumeto have similar, not fferent, cret risk. Pcurves are obtainefrom spot curves anall bon useto rive the pcurve are assumeto have the same cret risk, well the same periocity, currency, liquity, tstatus, anannuyiel. A pcurve is a sequenof yiel-to-maturity sutheabonis pricepvalue. 考点pcurve解析prate 是一个人为设定的特殊债券,这个特殊债券的价格等于面值,因此收益率等于票面利率。由于这个设定的债券价格都等于面值,因此具有相同的货币、相同的流动性、相同的信用风险、相同的税务情况等等。故B说法不正确,当选。 AC是什么意思?
All bon on a pcurve are assumeto have fferent cret risk. A pcurve is a sequenof yiel-to-maturity sutheabonis pricepvalue. B is correct. All bon on a pcurve are assumeto have similar, not fferent, cret risk. Pcurves are obtainefrom spot curves anall bon useto rive the pcurve are assumeto have the same cret risk, well the same periocity, currency, liquity, tstatus, anannuyiel. A pcurve is a sequenof yiel-to-maturity sutheabonis pricepvalue. C不对吗?没明白C为什么不对
A的话怎么理解,spot rate 的开始价格和最后的面值是不同的,而pcurve是相同的,为什么会是从SPOT curve得到呢?
C为什么不对?解析里最后一句不是一模一样。感谢解答。