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huzhikuizainali
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不足一年的债券到期收益率是不是应该这样计算?

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  •   huzhikuizainali · May 23, 2021 via iPad · 924 views
    This topic created in 1811 days ago, the information mentioned may be changed or developed.
    到期收益率定义在此不赘述
    假设债券全价 103.0534,0.2712 年后到期兑付 103.6 元(在此期间没有任何现金流)。一年可以收 1/0.2712=3.6873 次利息(约等于)。设年化收益率为 x

    因此有 103.0534*( 1+( x/3.6873 ))=103.6
    解出 x 就是年化到期收益率??
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