A $1,000 par value, semiannual coupon bond has a coupon rate of 5 percent and is quoted at 101+12/32nds percent of par with settlement onb April 8. The next coupon will be paid on July 15 (98 days after the settlement date). Given there are 181 days betweeen January 15 and July 15 and using an "actual days/actual days" convention, the bond's full invoice price (dirty price) is closest to:
答案的算法是：101+(12/32)+(83/181*(5/2))-102.5214
我不理解为啥要这样算
求助老师！ |
发表于 2013-8-19 14:26
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