开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

yuqijeffery · 2020年09月19日

问一道题：NO.PZ2016031001000003

  1. CFA I
  2. Fixed Income

问题如下：

A company has issued a floating-rate note with a coupon rate equal to the three-month Libor + 65 basis points. Interest payments are made quarterly on 31 March, 30 June, 30 September, and 31 December. On 31 March and 30 June, the three-month Libor is 1.55% and 1.35%, respectively. The coupon rate for the interest payment made on 30 June is:

选项：

A.

2.20%.

B.

2.10%.

C.

2.00%.

解释：

A is correct.

The coupon rate that applies to the interest payment due on 30 June is based on the three-month Libor rate prevailing on 31 March. Thus, the coupon rate is 1.55% + 0.65% = 2.20%.

请问如何看出是用上一个季度的利率？

添加评论
1 个答案
已采纳答案

吴昊_品职助教 · 2020年09月19日

同学你好：

现在要我们求的是6月30日支付的利息，每一期的利息都是在期初决定的，这个结论要记住。

所以6月30日的利息是在3月31日确定的，而3月31日的三个月libor是1.55%，所以我们在1.55%的基础上加上0.65%，故而得到2.2%。就好比我们去银行存钱，未来能拿多少利息都是在一开始就知道了的。

  • 1

    回答

  • 2

    关注

  • 823

    浏览
相关问题

NO.PZ2016031001000003 问题如下 A company hissuea floating-rate note with a coupon rate equto the three-month MRR + 65 basis points. Interest payments are ma quarterly on 31 March, 30 June, 30 September, an31 cember. On 31 Maran30 June, the three-month MRR is 1.55% an1.35%, respectively. The coupon rate for the interest payment ma on 30 June is: A.2.00%. B.2.10%. C.2.20%. C is correct.The coupon rate thapplies to the interest payment e on 30 June is baseon the three-month MRR rate prevailing on 31 March. Thus, the coupon rate is 1.55% + 0.65% = 2.20%.考点浮动利率债券解析现在要我们求的是6月30日支付的利息，而每一期的利息都是由期初利率决定的，所以6月30日的利息是由3月31日的利率确定的，3月31日的三个月MRR是1.55%，所以我们在1.55%的基础上加上0.65%得到2.2%，故C正确。 the three-month MRR is 1.55% an1.35%

2023-09-11 12:08 1 · 回答

NO.PZ2016031001000003 问题如下 A company hissuea floating-rate note with a coupon rate equto the three-month MRR + 65 basis points. Interest payments are ma quarterly on 31 March, 30 June, 30 September, an31 cember. On 31 Maran30 June, the three-month MRR is 1.55% an1.35%, respectively. The coupon rate for the interest payment ma on 30 June is: A.2.00%. B.2.10%. C.2.20%. C is correct.The coupon rate thapplies to the interest payment e on 30 June is baseon the three-month MRR rate prevailing on 31 March. Thus, the coupon rate is 1.55% + 0.65% = 2.20%.考点浮动利率债券解析现在要我们求的是6月30日支付的利息，而每一期的利息都是由期初利率决定的，所以6月30日的利息是由3月31日的利率确定的，3月31日的三个月MRR是1.55%，所以我们在1.55%的基础上加上0.65%得到2.2%，故C正确。 如题。。

2022-10-31 16:14 1 · 回答

2.10%. 2.00%. A is correct. The coupon rate thapplies to the interest payment e on 30 June is baseon the three-month Libor rate prevailing on 31 March. Thus, the coupon rate is 1.55% + 0.65% = 2.20%. 这道题还没看懂。总觉得结果是2%。如何看出要加上的是referenrate? 

2020-07-25 17:25 1 · 回答

我不太明白，为什么这里不用除以4？三个月计息，可是这些都是年化利率啊

2020-02-29 17:53 1 · 回答