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Asker · 2020年11月06日

问一道题:NO.PZ2016031001000071

问题如下:

Bond G, described in the exhibit below, is sold for settlement on 16 June 2014.

Annual Coupon                                                5%

Coupon Payment Frequency                                    Semiannual

Interest Payment Dates                                         10 April and 10 October

Maturity Date                                                  10 October 2016

Day Count Convention                                          30/360

Annual Yield-to-Maturity                                         4%

The flat price for Bond G on the settlement date of 16 June 2014 is closest to:

选项:

A.

102.18.

B.

103.10.

C.

104.02.

解释:

A is correct.

The flat price of 102.18 is determined by subtracting the accrued interest(from question 20) from the full price (from question 19).

PVFlat=PVFullAcrrued  InterestPV^{Flat}=PV^{Full}-Acrrued\;Interest

PVFlatPV^{Flat}=103.10 - 0.92=102.18

有没有直接求flat price的公式的呢?

1 个答案
已采纳答案

WallE_品职答疑助手 · 2020年11月07日

Full Price = Flat Price +Accrued Interest

Flat price 要先求full price 然后在算AI,就如这一题的答案一样。没有直接的公式,须通过求这2个算出来

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