claire
2024-11-02 21:41Matrix pricing is most likely uesd to estimate the price of a bond that 到底是選is not yet issued還是選has unknown credit quality
所屬:CFA Level I > Fixed Income 視頻位置 相關(guān)試題
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1個(gè)回答
Danyi助教
2024-11-04 11:42
該回答已被題主采納
同學(xué)你好,
選擇is not yet issued。
如果是用于not actively traded bonds,則需要類(lèi)似的credit quality。
These comparable bonds have similar times-to-maturity, coupon rates, and credit quality.
相關(guān)內(nèi)容見(jiàn)下圖講義
