问一道题：NO.PZ2018062006000070

问题如下：

Today is 5 June 2013. A three-year semi-annual bond with a coupon rate of 6% just paid its first coupon payment. The par value is 100. The interest payment dates are 5 April and 5 October. The yield-to-maturity equals to 5%. If day count convention is 30/360, calculate the accrued interest of this Bond on 5 June 2013

选项：

1.3

0.8

1.0

解释：

C is correct.

The number of days between 5 April 2013 and today (5 June 2013) is 60 days based on the 30/360 day count convention.

Accrued interest=100×3%×(60/180)=1

老师这道题能不能解释一下采用的方法

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吴昊_品职助教 · 2020年09月05日

同学你好：

这道题让我们求的是Accrued interest，Accrued Interest是应计利息，对应的计算公式AI=coupon rate×t/T=100×3%×(60/180)。我们把具体的数值代入公式即可。参考一下基础班讲义P148页。

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NO.PZ2018062006000070 问题如下 Toy is 5 June 2013. A three-yesemi-annubonwith a coupon rate of 6% just paiits first coupon payment. The pvalue is 100. The interest payment tes are 5 April an5 October. The yielto-maturity equals to 5%. If y count convention is 30/360, calculate the accrueinterest of this Bonon 5 June 2013 A.1.3 0.8 C.1.0 C is correct.The number of ys between 5 April 2013 antoy (5 June 2013) is 60 ys baseon the 30/360 y count convention.Accrueinterest=100×3%×(60/180)=1考点accrueinterest解析accrueinterest=coupon×t/T=(6/2)×(60/180)=1，T代表的就是两个付息日之间的时间间隔，即T=180；t代表的是上个付息日到交易日之间的时间间隔，即t=60。故C正确。看题目的计算方法100*3%*（60/180），像是单里的计算方法，此处为何不用复利，谢谢。

2023-02-18 07:06 1 · 回答

NO.PZ2018062006000070 count convention is 30/360这条条件的意思 & 用途是怎样的呢

2021-10-03 23:10 1 · 回答

T是coupon perio 也就是两个付息日之间的间隔对么？

2020-09-28 11:08 1 · 回答

0.8 1.0 C is correct. The number of ys between 5 April 2013 antoy (5 June 2013) is 60 ys baseon the 30/360 y count convention. Accrueinterest=100×3%×(60/180)=1 请问为什么N不是6呢？

2020-09-04 18:47 1 · 回答

问一道题：NO.PZ2018062006000070

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