Accrued interest depends on the bond's day count convention (FRM T3-22)
[here is my xls https://trtl.bz/2uH24TW] The day count convention can be ACT/ACT (eg, US Treasury bonds), 30/360 (eg, US Corporate and municipal bonds), or ACT/360 (eg, money market instruments). The Cash Price = Quoted Price - Accrued Interest. Discuss this video here in our FRM forum: https://trtl.bz/2JPzVm1.
Видео Accrued interest depends on the bond's day count convention (FRM T3-22) канала Bionic Turtle
Видео Accrued interest depends on the bond's day count convention (FRM T3-22) канала Bionic Turtle
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24 июля 2018 г. 3:33:30
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