求大神下载附件可以看具体的数据,问题是:债券价格是怎么算出来的?为什么还要假设一个初始的收益率呢?十分感激
楼主: 金融学爱好者
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[投资学] 求大神帮忙计算已知条件下的债券价格? |
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回帖推荐Chemist_MZ 发表于4楼 查看完整内容 1) those bond prices are input not output. You are calculating the zero rate from the bond price. (It said "Market price", which means the price is from the market traded price)
2) the zero rate calculation is realized by the so called bootstrapping method. Say you have a 2yr 3yr 4yr bond and the coupon is paid annually. The bootstrapping is done in the following way:
starting with an R1 ( ...
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