Question: On 10/25/99, consider a xed-coupon bond whose features are the following: face value: Eur 100 coupon rate: 10% coupon frequency: annual maturity: 04/15/08 Compute the
On 10/25/99, consider a xed-coupon bond whose features are the following:
face value: Eur 100
coupon rate: 10%
coupon frequency: annual
maturity: 04/15/08 Compute the accrued interest taking into account the four different day-count bases: Actual/Actual, Actual/365, Actual/360 and 30/360.
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