求助-关于T-bond的题目

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on November 20，2007，a 7 7/8% T-bond maturing on May 15 ,2010 was quoted at 99 29/32 for settlement on November 22, 2007. The last coupon payment was paid on November 15,2007.
1). What is the invoice of the T bond
2). What is the yield on the T-bond?
求助啊啊啊，急，我不理解那个 7 7/8%是什么意思啊？还要quoted at 99 29/32 这是什么？怎么计算？
急急急急 有会的朋友帮助看看算算么！

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关键词：Settlement November Maturing Invoice Payment payment 朋友

7 7/8% means 7.875%

99 29/32 means a bond with face value 100 is priced at 99.90625.

See

http://en.wikipedia.org/wiki/Uni ... icing_.26_Quotation

for a reference.

adots 发表于 2012-9-24 00:39
7 7/8% means 7.875%

99 29/32 means a bond with face value 100 is priced at 99.90625.

了解了，invoice price 是指什么？

Simply means the cash price of the bond at present time. Here is a very nice presentation which includes answers to all your questions. Introduction to Bond Markets.pdf (709.67 KB)

2012-9-24 22:04:37 上传