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A bond is currently trading at 100.0896. With a +20 bps parallel shift in the benchmark yield curve, the bond price becomes 99.5956; with a
A bond is currently trading at 100.0896. With a +20 bps parallel shift in the benchmark yield curve, the bond price becomes 99.5956; with a -20 bps shift, the price becomes 100.4751. Which of the following is correct?
This is most likely a straight bond. | ||
This is most likely to a convertible bond. | ||
This is most likely a callable bond. | ||
This is most likely to a putable bond. |
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