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基德王道 · 2019年08月31日

问一道题:NO.PZ2019070101000036 [ FRM I ]

问题如下图:

选项:

A.B.

C.

D.

解释:

为什么这题默认是半年计息一次

1 个答案

品职答疑小助手雍 · 2019年09月01日

同学你好,是的,因为它给的forward rate还有要求的forward rate都是半年期的,所以最好肯定是以半年为节点进行计算。

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