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这道题我有一个疑惑就是他虽然说没有AI,但是实际上合约期是八个月,那么半年付息,他肯定是有一笔Coupon在6时间点,也就是说我们应该考虑这个AI。他前面说bond price 是没有AI的,那我只能理解为是Bond刚发行,contract同时在0时间点。那么156000就应该依然是Dirty price。这个理解对吗?Currently Sheroda is long a US Treasury futures position. Parisi notes the following information for the cheapest to deliver US Treasury bond for the contract; the bond has a face value of $100,000, pays a 7% semiannual coupon, and matures in 15 years. The bond is priced at $156,000, has no accrued interest, and a yield of 2.5%. The futures contract expires in 8 months, and the annualized risk-free rate is 1.5%. There are multiple deliverable bonds, and the conversion factor for this bond is 1.098.
已解决coupon rate CR 息票率 = reference rate (MRR) + quoted margin (这是一个固定的值)discount rate DR 折现率 = reference rate (MRR)+ required margin/ discount margin/ risk spread ; discount rate相当于是 I/Y
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- 她对个人笔记本电脑(personal laptop)进行了完整备份(full backup),并确保备份前已删除所有公司文件(all company files removed)。 目的:确保新备份中不包含任何前公司数据,避免合规风险。 遗留问题: 硬盘上的旧备份(previous backups)仍包含公司文件。 她不想因删除旧备份而丢失个人文件的备份历史(backup history for personal files)。 针对上述分析我有个疑惑,这个人不是已经在自己笔记本上备份了drive上的个人信息吗,怎么又Not wanting to lose the backup history for her personal files呢?他不是已经把自己的私人信息备份了吗!?
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