Chapter 2  债券 v.s.货币形式计算利率之间的关系

债券形式和货币市场形式计算的利率之间存在联系。我们可以看到:

R(B) = R(M) * (365/360)

R(M) = R(B)* (360/365)

在这里:

R(B) = 债券市场形式利率

R(M)= 货币市场形式利率

为什么?

对于相同的名义利率,货币市场形式收益率大约比债券市场形式高 1.389 (=365/360-1)。换句话说,要产生相同数量的利息,R(B) 应按比例高于 R(M)

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