|
- UID
- 223436
- 帖子
- 302
- 主题
- 8
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-7
|
^ you said it yourself.....discount factor. At maturity (600 days), you get the notional amount of $1 paid back to you, in addition to the coupon. That $1discounted back to today means you will have to multiply it by the discount factor.
Disclaimer: I have not seen this question specifically, but I think I answered your question. |
|
发表于 2011-7-11 20:07
|