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- UID
- 223308
- 帖子
- 254
- 主题
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- 注册时间
- 2011-7-11
- 最后登录
- 2013-8-23
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You're just discounting the coupon on the bond at 6%, and finding
the price of the bond for t=3 and t=2, and then taking the % change of the two
Its the same as saying the price is 90 with 3 ytm and 92 or whatever
with 2 ytm. 6% dis rate is consant. |
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发表于 2011-7-13 16:10
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