为什么AI算到8月1日呢

NO.PZ2020021204000036问题如下Assume ththe bonthwill cheapest to liver in a Treasury bonfutures contrapays semi-annucoupons the rate of 10% per annum on M1 anNovember 1 anwill livereon September 1. The bons quoteprion August 1 is 130.00 anits conversion factor is 1.2341. Estimate the futures prion August 1 assuming thall interest rates are 4% (continuously compoun.There are 92 ys between M1 anAugust 1 (30, 30,31, an1 in May, June, July, anAugust, respectively) an184 ys between M1 anNovember 1 (30, 30, 31, 31, 30, 31, 1 in May, June, July, August, September, October, anNovember, respectively). The rty priof the bonis therefore:130 + 5 X 92/184 = 132.5No coupons will paiin the 31-y periobetween August 1 anSeptember 1. The time to livery is 31/365 = 0.0849 years. The rty futures priis therefore:132.5e0.0849X0.04=132.9509The accrueinterest on September 1 is 5 X 123/184= 3.3423. The clefutures priis therefore:132.9509 - 3.3423 = 129.6086ving the conversion factor we obtain the estimatefutures prias:129.6086/1.2341= 105.0227 老师，我这粉色框的公式对吗？还有算头不算尾的话，5月1日至10月31日，算5月1日，不算11月1日，不应该是183天吗？用计算器算的。

NO.PZ2020021204000036 问题如下 Assume ththe bonthwill cheapest to liver in a Treasury bonfutures contrapays semi-annucoupons the rate of 10% per annum on M1 anNovember 1 anwill livereon September 1. The bons quoteprion August 1 is 130.00 anits conversion factor is 1.2341. Estimate the futures prion August 1 assuming thall interest rates are 4% (continuously compoun. There are 92 ys between M1 anAugust 1 (30, 30,31, an1 in May, June, July, anAugust, respectively) an184 ys between M1 anNovember 1 (30, 30, 31, 31, 30, 31, 1 in May, June, July, August, September, October, anNovember, respectively). The rty priof the bonis therefore:130 + 5 X 92/184 = 132.5No coupons will paiin the 31-y periobetween August 1 anSeptember 1. The time to livery is 31/365 = 0.0849 years. The rty futures priis therefore:132.5e0.0849X0.04=132.9509The accrueinterest on September 1 is 5 X 123/184= 3.3423. The clefutures priis therefore:132.9509 - 3.3423 = 129.6086ving the conversion factor we obtain the estimatefutures prias:129.6086/1.2341= 105.0227 the bonthwill cheapest to liver in a Treasury bonfutures contrapays semi-annucoupons the rate of 10% per annum on M1 anNovember 1 anwill livereon September 1. 有一个T-bonfutures在9.1日交割，且为CTon每5.1和11.1按5%半年给一次coupon 。The bons quoteprion August 1 is 130.00 anits conversion factor is 1.2341. 债券在8.1的价格为130*1.2341+AI。Estimate the futures prion August 1 assuming thall interest rates are 4% (continuously compoun.假设复利4%，计算期货价格。也就是8月1日签1个月的债券期货合约，合约价格是130*1.2341+AI；9月1日合约到期交割，求9月1日的债券期货价格。想请问，1、T-bon值不是10million吗，在计算半年coupon时为什么是假设100面值，直接折算为5呢？2、8月1日的价格不就是债券期货价格吗？3、不理解这个场景的背后逻辑。

NO.PZ2020021204000036问题如下Assume ththe bonthwill cheapest to liver in a Treasury bonfutures contrapays semi-annucoupons the rate of 10% per annum on M1 anNovember 1 anwill livereon September 1. The bons quoteprion August 1 is 130.00 anits conversion factor is 1.2341. Estimate the futures prion August 1 assuming thall interest rates are 4% (continuously compoun.There are 92 ys between M1 anAugust 1 (30, 30,31, an1 in May, June, July, anAugust, respectively) an184 ys between M1 anNovember 1 (30, 30, 31, 31, 30, 31, 1 in May, June, July, August, September, October, anNovember, respectively). The rty priof the bonis therefore:130 + 5 X 92/184 = 132.5No coupons will paiin the 31-y periobetween August 1 anSeptember 1. The time to livery is 31/365 = 0.0849 years. The rty futures priis therefore:132.5e0.0849X0.04=132.9509The accrueinterest on September 1 is 5 X 123/184= 3.3423. The clefutures priis therefore:132.9509 - 3.3423 = 129.6086ving the conversion factor we obtain the estimatefutures prias:129.6086/1.2341= 105.0227 请问基本解题原理思路和公式，谢谢，完全不知应用哪个知识点和公式。

NO.PZ2020021204000036 问题如下 Assume ththe bonthwill cheapest to liver in a Treasury bonfutures contrapays semi-annucoupons the rate of 10% per annum on M1 anNovember 1 anwill livereon September 1. The bons quoteprion August 1 is 130.00 anits conversion factor is 1.2341. Estimate the futures prion August 1 assuming thall interest rates are 4% (continuously compoun. There are 92 ys between M1 anAugust 1 (30, 30,31, an1 in May, June, July, anAugust, respectively) an184 ys between M1 anNovember 1 (30, 30, 31, 31, 30, 31, 1 in May, June, July, August, September, October, anNovember, respectively). The rty priof the bonis therefore:130 + 5 X 92/184 = 132.5No coupons will paiin the 31-y periobetween August 1 anSeptember 1. The time to livery is 31/365 = 0.0849 years. The rty futures priis therefore:132.5e0.0849X0.04=132.9509The accrueinterest on September 1 is 5 X 123/184= 3.3423. The clefutures priis therefore:132.9509 - 3.3423 = 129.6086ving the conversion factor we obtain the estimatefutures prias:129.6086/1.2341= 105.0227 这一句是哪个公式，没印象听过ving the conversion factor we obtain the estimatefutures prias:129.6086/1.2341= 105.0227

NO.PZ2020021204000036问题如下Assume ththe bonthwill cheapest to liver in a Treasury bonfutures contrapays semi-annucoupons the rate of 10% per annum on M1 anNovember 1 anwill livereon September 1. The bons quoteprion August 1 is 130.00 anits conversion factor is 1.2341. Estimate the futures prion August 1 assuming thall interest rates are 4% (continuously compoun.There are 92 ys between M1 anAugust 1 (30, 30,31, an1 in May, June, July, anAugust, respectively) an184 ys between M1 anNovember 1 (30, 30, 31, 31, 30, 31, 1 in May, June, July, August, September, October, anNovember, respectively). The rty priof the bonis therefore:130 + 5 X 92/184 = 132.5No coupons will paiin the 31-y periobetween August 1 anSeptember 1. The time to livery is 31/365 = 0.0849 years. The rty futures priis therefore:132.5e0.0849X0.04=132.9509The accrueinterest on September 1 is 5 X 123/184= 3.3423. The clefutures priis therefore:132.9509 - 3.3423 = 129.6086ving the conversion factor we obtain the estimatefutures prias:129.6086/1.2341= 105.0227 老师我想知道一开始那个报价是包括cf的嘛，他和cf有没有关系