Ck-92
INT
:
CST
:
u
每
100
美元票面价值的价格 (
PRC
)
Date
Bond
Date
•
PRC = – + ( )
RDV +
M
CPN
1+ ( × )
D
B
M
YLD/
100
×
D
A
M
CPN
•
+
×
D
A CPN
PRC
= –
INT = –
–
RDV
M
CPN
Σ
N
k
=1
(1+ )
M
YLD/
100
(N–1+B/D )
(1+ )
M
YLD/100
(k–1+B/D )
CST
= PRC + INT
×
D
A
M
CPN
M
