楼主: chijiao
1909 1

请教一道cfa fixed income题目,希望有人可以解答~送3个币意思一下 [推广有奖]

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楼主
chijiao 发表于 2014-10-12 20:24:25 |AI写论文
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Austin Traynor is considering buying a $1,000 face value, semi-annual coupon bond with a quoted price of 104.75 and accrued interest since the last coupon of $33.50. Ignoring transaction costs, how much will the seller receive at the settlement date?




thank you!
Answer:$1,081.00

最佳答案

见路不走 查看完整内容

The dirty price is equal to the agreed upon, or quoted price, plus interest accrued from the last coupon date. Here, the quoted price is 1000 * 104.75%, or 1000 * 1.0475 = 1,047.50. Thus, the dirty price = 1047.50 + 33.50 = 1,081.00
关键词:fixed income Income Fixed 意思一下 Come receive interest income buying price

沙发
见路不走 在职认证  发表于 2014-10-12 20:24:26
The dirty price is equal to the agreed upon, or quoted price, plus interest accrued from the last coupon date. Here, the quoted price is 1000 * 104.75%, or 1000 * 1.0475 = 1,047.50. Thus, the dirty price = 1047.50 + 33.50 = 1,081.00

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