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来自:CFA > 2023 Level II > Fixed Income > Learning Module 3 Valuation and Analysis of Bonds with Embedded Options 2023-07-21 12:15
为什么答案解析里用的利率不是题干表格给的利率呢?
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融跃答疑王老师    2023-07-24 09:42

致精进的你:

Exhibit 2: Binomial Interest Rate Trees上面有一句话,Bianchi determines that the AI bond is currently trading at an option-adjusted spread (OAS) of 13.95 bps relative to the benchmark yield curve.,,表2里所有rate都加上13.95bps

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