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Explain how to calculate the interest rates on these financial instruments on September 30, 2020. Provide details for the steps and your results. Describe the
Explain how to calculate the interest rates on these financial instruments on September 30, 2020. Provide details for the steps and your results. Describe the term structure of these two interest rates calculated, and use the theories of the term structure you learned from the module to explain the observed term structure
Gilt Name Close of Business Date ISIN Type Coupon Maturity Clean Price Dirty Price Yield Mod Duration Accrued Interest Type: Conventional UKT 0.375 2020/9/30 GBOOBL68HH02 10/30 Conventional 0.375 2030/10/22 101.140 101.284467 0.260087 9.853927 0.144467 Gilt Name Close of Business Date ISIN Type Coupon Maturity Clean Price Dirty Price Yield Mod Duration Accrued Interest Type: Conventional UKT 1.75 2020/9/30 GBOOBZB26Y51 09/37 Conventional 1.750 2037/9/7 118.120 118.236022 0.621025 14.883980 0.116022 Gilt Name Close of Business Date ISIN Type Coupon Maturity Clean Price Dirty Price Yield Mod Duration Accrued Interest Type: Conventional UKT 0.375 2020/9/30 GBOOBL68HH02 10/30 Conventional 0.375 2030/10/22 101.140 101.284467 0.260087 9.853927 0.144467 Gilt Name Close of Business Date ISIN Type Coupon Maturity Clean Price Dirty Price Yield Mod Duration Accrued Interest Type: Conventional UKT 1.75 2020/9/30 GBOOBZB26Y51 09/37 Conventional 1.750 2037/9/7 118.120 118.236022 0.621025 14.883980 0.116022Step by Step Solution
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