如果是连续复利怎么算

NO.PZ2019070101000036

问题如下：

Based on the table, the 6-month forward rate in 1.5 years is closest to:

选项：

1.65%.

5.06%.

2.53%.

6.87%.

解释：

C is correct.

考点：Forward rate.

解析：

首先计算2-year spot rate：N=4;PV=-94.9323; PMT=0; FV=100; CPT I/Y=1.3086%. 2-year spot rate=2.6172%；

计算forward rate：

${(1+ \frac{0.0262}{2})}^{4} = {(1 + \frac{0.0265}{2})}^{3} \times {(1 + \frac{f (2.0)}{2})}^{1}$ , f(2.0)=2.53%

如果是连续复利怎么算

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1 个答案

DD仔_品职助教 · 2022年03月21日

嗨，从没放弃的小努力你好：

同学你好，

用下图公式，一般不会出现连续复利的情况，题目给出的是半年半年的期限形式，我们默认是半年复利一次

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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如果是连续复利怎么算

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