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Exercise 1 . 1 On 1 2 / 0 4 / 0 1 consider a fixed - coupon bond whose features are the following: face
Exercise On consider a fixedcoupon bond whose features are the following:
face value: $
coupon rate:
coupon frequency: semiannual
maturity:
What are the future cash flows delivered by this bond?
Exercise Consider the same bond as in the previous exercise. We are still on
Compute the accrued interest, taking into account the ActualActual daycount
basis.
Same question if we are now on
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