Bond Pricing Between Coupon Dates (Solved Example)(CFA Level 1, FRM Part 1 Valuation & Risk Models)

Опубликовано: 10 Февраль 2021
на канале: finRGB
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In this video from FRP Part 1 and CFA Level 1 curricula, through a solved example, we take a look at how bond pricing works when settlement date is somewhere between coupon dates. The solved example involves calculation of the accrued interest, clean price and dirty price for a chosen bond. The calculator steps are also demonstrated alongside. This video forms an addendum to the FRM Part 1 preparation course (https://www.finRGB.com/courses/frm-pa....