Question: Q1. On 12/04/01, consider a fixed-coupon bond whose features are the following: face value: $1,000 coupon rate: 8.7% coupon frequency: annual maturity: 05/06/04 We are
Q1. On 12/04/01, consider a fixed-coupon bond whose features are the following: face value: $1,000 coupon rate: 8.7% coupon frequency: annual maturity: 05/06/04 We are still on 12/04/01. 1. Compute the accrued interest taking into account the Actual/365 day-count Basis, as well as 30/360 basis. 2. Same question if we are now on 09/06/02
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