NO.PZ2020021204000032
问题如下:
A corporate bond pays coupons at the rate of 7% per year on June 1 and December 1. What is the accrued interest between June 1 and July 31 per USD 100 of face value?
选项:
解释:
Using a 30/360 day count, the number of days between June 1 and December 1 is 180 (29, 30, 30, 30, 30, 30, 1 in June, July, August, September, October, November,and December, respectively). The number of days between June 1 and July 31 is 59 (29, 30 in June and July, respectively). The accrued interest is therefore:
3.5 X(59/180) = 1.1472
对于Teasury bond 是按照actual/actual算的吧,前边有一道一样的题目,算的就是29+31=60天