anina2019-03-04 15:36:04
老师你好,discount rate 的年化只要按360天?add on yield 的年化按360或者365天,看题目要求,对吗?讲义187页第一段话:Both discount basis and add-on yields in the money market are quoted as simple annual interest and can be based on a 360-day or 365-day basis. 这句话是说discount rate 也可以按365 天?
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Vincent2019-03-04 17:34:08
同学你好,DY和AOR都可以360或365天,看题目要求
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