标题: Value a bond using a zero coupon yield curve [打印本页]

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作者: a22349    时间: 2013-8-19 12:41     标题: Value a bond using a zero coupon yield curve

Issued 2013/8/8 6% 2 year semi-annual coupon bond, ACT/ACT_ISMA, value date is 2013/8/8, the zero coupon yield curve has: 6m(2.0%), 1Y(2.5%), 2Y(3.0%)

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