CFA Level 1 | Fixed Income: Full Price, Flat Price, Accrued Interest

Fabian Moa, CFA, FRM, CTP, FMVA
Fabian Moa, CFA, FRM, CTP, FMVA
10.8 هزار بار بازدید - 3 سال پیش - Visit
Visit www.noesis.edu.sg/ for more info on CFA prep courses in Malaysia, Singapore, or wherever you are. ☕ Like the content? Support this channel by buying me a coffee at www.buymeacoffee.com/riskmaestro CFA Level 1 Topic: Fixed Income Reading: Introduction to Fixed-Income Valuation To calculate the full price of a bond: 1) Compute the present value of the bond up to the previous coupon period (before the settlement date) 2) Calculate the number of days between last coupon period to settlement date (t) and the number of days between coupon periods (T). 3) Calculate the future value of the bond value in Step 1 up to the settlement date using the YTM per period and the fraction t/T To get the flat price, subtract the accrued interest from the full price. #NoesisExed #CFA #CFALevel1 #FixedIncome #FullPrice #FlatPrice #AccruedInterest
3 سال پیش در تاریخ 1400/04/15 منتشر شده است.
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