书上提到：

1. select a bond with a maturity date = last liability payment date

2. buy enough in par value of this bond so that is principal and final coupon fully fund the last liability

3. working backward, choss another bond so that its maturity value and last coupon plus the coupon on the longer bond fully fund the second to last liability payment and continue untial all liability payment have veen addressed.

请问关于第三点，为什么 还要 plus the coupon on the longer bond??不明白，谢谢高手指教！