•16. and 17 (double-weight). This is about accrued interest on a bond. A. Does it enter into the “haircut” (margin) c

Business, Finance, Economics, Accounting, Operations Management, Computer Science, Electrical Engineering, Mechanical Engineering, Civil Engineering, Chemical Engineering, Algebra, Precalculus, Statistics and Probabilty, Advanced Math, Physics, Chemistry, Biology, Nursing, Psychology, Certifications, Tests, Prep, and more.
Post Reply
answerhappygod
Site Admin
Posts: 899603
Joined: Mon Aug 02, 2021 8:13 am

•16. and 17 (double-weight). This is about accrued interest on a bond. A. Does it enter into the “haircut” (margin) c

Post by answerhappygod »

•16. and 17 (double-weight). This isabout accrued interest on a bond. A. Does it enter intothe “haircut” (margin) calculation for a repo? B. Howis accrued interest reflected, if at all, in the quoted price of abond or note? yield? Explain. C. How is it takeninto account when bonds are notes are delivered under a futurescontract?
Join a community of subject matter experts. Register for FREE to view solutions, replies, and use search function. Request answer by replying!
Top
Post Reply

Return to “Archived Questions & Answers”