求助,关于yield 365-day , 360-day转换问题
第5本书上的56页，3个关于yield 转换的问题，怎么看都不明白。求教一下，有同学理解这个考点吗？例题如下：
1 A ￥1000 90 day- Tbill is priced with an annualized discount of 1.2%. Calculate its market price and its annualized add-on yield based on a 365-day year.
他的答案中直接写了 add-on yield for 90 days is 0.3009%. so based on 365-day is 365/90*0.3009
这个是怎么得出的，实在是不明白。。。
还有example 3：答案里写了，becasue the yield of 1.5% is an annualized effective yield calculated based on a 360-day year, is if change to 365-day year is 365/360 * 1.5%
这2个实在是不理解怎么推导出来的，有大神解释一下吗，多谢啦！！ |
发表于 2014-10-15 12:59
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