路同學(xué)
2020-11-01 11:21The LIBOR curve isflat at 2.0% per annum with continuous compounding for all maturities (out to 15 months), including the six-month LIBOR at the last payment datewas also 2.0% (but with semiannual compounding). 這句話的意思不應(yīng)該是在—0·25到0.25那一期,應(yīng)該按照半年利折現(xiàn)嗎就是應(yīng)該是如圖
所屬:FRM Part I > Financial Markets and Products 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Adam助教
2020-11-02 17:10
該回答已被題主采納
同學(xué)你好,請注意。這里的折現(xiàn)率是:with continuous compounding.連續(xù)復(fù)利
