问题如下:
When using the matrix pricing method, if the maturity of the bond to be valued is different from those of the observed bonds, we use:
选项:
A.linear interpolation
B.matrix pricing
C.both A and B
解释:
A is correct.
We use linear interpolation when the maturity of the bond to be valued is different from those of the observed bonds.
是否可以理解为linear interpolation是matrix pricing的一种方法?