bond price needed? - Quant版 - 未名存档

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Quant版 - bond price needed?

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p********0
发帖数: 186

1

I was given data in the format
Year to Maturity, Coupon, par rate
1 month 6.75 2.32
XXX,
Also I am given a model the par rate = a + b *T + c*T^2+ d*T^3.
Do I need the coupon? I should just able to fit a curve based on par rate.

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