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 full price of this bond on 5 June 2013
选项:
A. 100.00
B. 103.17
C. 100.39
解释:
B is correct.
The bond price at the first coupon payment date ( 5 April 2013) is:
N=5,I/Y=2.5,PMT=3,FV=100 → PV= -102.32
The number of days between 5 April 2013 and today (5 June 2013) is 60 days based on the 30/360 day count convention. Thus, the full price of the bond is:
102.32 ×(1+2.5%)60/180=103.17
老师,请问这道题的期数是这样理解吗? 2013到2014还有一期要付,2014到2015还有两期,2015到2016也有两期,一共是5期