FRM一级考试Quotations For Interest Rate的相关内容介绍~

Quotations For Interest Rate是FRM一级考试的内容，考生一定要对相关内容有所掌握，这样对于你顺利通过考试是有帮助的！下文是对相关内容的详细介绍，一起了解一下！

Accrued Interest and Day Count Conventions：》》》戳：免费领取FRM各科视频讲义+历年真题+21年原版书（PDF版）

Treasury bonds: actual/ actual

Corporate and municipal bonds: 30/360

Money market instruments (Treasury bills):actual/360

Dirty Price = Clean Price+ Accrued Interest

Quotations for T-Bonds：

$100 par amount in dollars and 32nds

cash price = quoted price + accrued interest

Quotations for T-Bills： 【资料下载】点击下载融跃教育金融专业英语词汇大全.pdf

Actual/36Odaycount

Quotation=100-Annual Discount Rate

T-Bonds Futures: CTD &Conversion Factor：

cash received = (QFP x CF) + Al

The CTD bond minimizes the following:quoted bond price - (QFP x CF)

Eurodollar Futures:Convexity Adjustment

ž one tick=$25

ž can be used to extend the LIBOR zero curve

ž forward rate = futures rate -1/2σ 2 T l T 2

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