紫同學(xué)
2018-03-17 11:3220. The accrued interest per 100 of par value for Bond G on the settlement date of 16 June 2014 is closest to: A. 0.46. B. 0.73. C. 0.92. 選B。 C is correct. The accrued interest per 100 of par value is closest to 0.92. The accrued interest is determined in the following manner: The accrued interest period is identified as 66/180. The number of days between 10 April 2014 and 16 June 2014 is 66 days based on the 30/360 day count convention. (This is 20 days remaining in April + 30 days in May + 16 days in June = 66 days total). The number of days between coupon periods is assumed to be 180 days using the 30/360 day convention. Accrued interest=t/T ×PMT where: t = number of days from the last coupon payment to the settlement date T = number of days in the coupon period t/T = fraction of the coupon period that has gone by since the last payment PMT = coupon payment per period Accrued interest=66/180×5.002=0.92 麻煩老師幫我講解一下，這題中，PMT=5.002是如何計算的？
所屬：CFA Level I 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Paul助教
2018-03-19 10:31
該回答已被題主采納
同學(xué)你好，5.002是不對的，答案是66/180*5/2，你也可以理解成5*66/360
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謝謝老師，明白了。是原版書答案復(fù)制黏貼的時候，掉了分號。
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