Ngày tải lên :
14/08/2014, 05:20
... contract transaction date: November 26, 2001 Underlying security: 100 face amount of the 5.50s of May 15, 2009 Forward date: March 28, 2002 Price of 5.50s of May 15, 2009, for November 27, 2001, settle: ... Accrued interest for November 27, 2001, settle: 1823 Repo rate from November 27, 2001, to March 28, 2002: 1.80% Accrued interest for March 28, 2002, settle: 2.0207 Number of days from November 27, 2001, ... forward yield In the example, the spot yield of 4.904% from November 27, 2001, to May 15, 2009, is a mix of the 1.80% repo rate from November 27, 2001, to the forward date March 28, 2002, and...