关于bond的几个问题

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

有几个概念不是很清楚，请教一下大家。
1. 看到过有个概念叫做“clean price of bond”，大概的意思是clean price不包含bond的accrued interest，有高人比较熟悉这个概念的可以大致介绍一下吗？
2. 怎样通过bond的一些信息计算accrued interest，例如coupon rate和coupon frequency。
谢谢大家！

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：Frequency interest accrued coupon Clean Bond

1.“clean price of bond”指债券的净价，即全价减去应计利息。
2.知道债券的起息日和coupon、计息基础就可以计算出应计利息。

2# dick0166

这个。。。问题2等于没回答啊。。

accrued interest = fraction of the year to the most recent coupon payment day * principal * annualized interest rate.
Clean prices are more stable over time than dirty prices – when clean prices change, it is for an economic reason, for instance a change in interest rates or in the bond issuer's credit quality.

4# phill
谢谢！

phill 发表于 2009-11-8 15:49
accrued interest = fraction of the year to the most recent coupon payment day * principal * annualized interest rate.
Clean prices are more stable over time than dirty prices – when clean prices change, it is for an economic reason, for instance a change in interest rates or in the bond issuer's credit quality.

再问一句，最后一项是不是应该是coupon rate?