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- 2011-7-2
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- 2014-6-28
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According to the text p.483 last complete paragraph
That a floating rate bond's duration for the math problems is 1/2 Time to payment
So
If quarterly use .125
If semiannual, use .25
if annual use .5
If 10 years use 5, etc....
Does that look right? Its always half of the time till payment? |
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发表于 2011-7-11 18:59
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