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Shuangshuang · 2021年03月31日

为什么是75天呢

  1. FRM I
  2. Valuation And Risk Models

NO.PZ2020011303000012

问题如下：

A corporate bond in the United States pays a coupon of 10% per year. Payment dates are January 15 and July 15. What is the accrued interest on a USD 1,000 bond on the start of trading on April 1 in a (a) leap year and (b) a year that is not a leap year?

解释：

Whether it is a leap year or not makes no difference. The day count convention for bonds is 30/360 so that it is always assumed that there are 30 days in a month. In this case, there are 75 days in the accrual period, the interest is USD 100 per year and the accrued interest (USD) is 75/360×100 = 20.83

工作日？如果用计算器怎么算工作日多少天呢
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小刘_品职助教 · 2021年04月01日

同学你好，

用计算器算是77天，但这道题不能用计算器，因为公司债的计息规则是30/360，从1月15号到4月1号，一共是两个完整的月+15天，所以是75天。

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