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Siena H asked in 商業與財經投資 · 2 decades ago

如何計算存續期間?

懇請各位大大幫忙解答,公式該怎麼套? 今天要考試了幫個忙吧!謝謝唷^^

題目:利率6%、票面利率4%、期限三年,每半年付息一次,請問其存續期間為何?

Update:

謝謝這位大大的解答,我已知如何使用EXCEL來跑公式,得到其解為2.796494。但如何計算出來的,還是不之捏Q_Q

1 Answer

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  • 2 decades ago
    Favorite Answer

    EXCEL函數運算DURATION(settlement,maturity,coupon yld,frequency,basis)Settlement   債券的結算日。債券結算日是債券交易給買方後的次日。Maturity   為債券的到期日。到期日為債券過期的日期。Coupon   為債券的年利率。Yld   為債券的年利潤。Frequency   為每年給付利息的次數。Basis   為所採用的日計利基的類型。Basis        日計利基 0 或省略        US (NASD) 30/3601      Actual/actual2      Actual/3603      Actual/3654      European 30/360

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