What is the CF and DCF for the first 4 periods? What is the YIELD of each
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Question:
What is the CF and DCF for the first 4 periods?
What is the YIELD of each note?
Treasury Note | Settlement Date | Maturity | Coupon | Bid-Ask Average Price (CLEAN Quotes) |
1 | 4/12/2022 | 5/15/2030 | 6.25% | 125.229 |
2 | 4/12/2022 | 2/15/2031 | 1.125% | 87.169 |
Coupon Date | t (years) | Annual Spot Rate | CF | DCF |
5/15/2022 | 0.09 | 1.020% | ||
11/15/2022 | 0.595 | 1.409% | ||
5/15/2023 | 1.09 | 1.731% | ||
11/15/2023 | 1.595 | 2.001% |
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