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Hi, @David Harper CFA FRM, Hi all ! Let me to deviate from topic's core concept. so, if comment 's problem claim price (price component) calculation given (over) FRA-%-quotes (like: How to calculate prices if I have quotes of FRA contracts spot 6M LIBOR 3,4% FRA 6x12 quoted at 3% FRA 12x18...

hi, All. is (Am/European) type of the option should be specified at QSTN 813.1 or answ is an independ from it condition?

In this qstn 'par' was named as 'SWAP' int. rates, and, IMHO, it was dummy info

In this qstn 'par' was named as 'SWAP' int. rates, and, IMHO, it was dummy info

i answered u early, when it's 1st mentioned at the thread

hi, @David Harper CFA FRM. Generally, WA-convexity calculation concept is a pretty clear. it's also approved basic (math) derivation of PV's statement. But i'm confused by mismatching 'WA-approach' result (.5*[30^2 ]*bps^2, sorry for short) & 715.2 answers. Any comment. thx, flex

there's 14.5 & 16.5 answers, last should be true

i think it was typical Poisson-law task, where lamda (i.e int/freq)=.01 (avg=2.5) -> p(k==3) := [e^-(.01*250)]*(.01*250)^3/[3!]=.2137. correct me if i'm mistake, Goodluck, flex

hi, @pranay1986 was it the qstn where 'cable' rise to 1.6 from 1.4 (ROA ir=about 5%) & balance-curr = USD (with funding ir=2% )? i had answ matching problems, don't forget what's marked. i except true answ is ab USD 30+ mn Goodluck, flex

Hi, all. Hi,@David Harper CFA FRM is a valuation (IR-assets-) embedded option (needed) applied for p1.t4-exam segment ?(in quantative qstn form) how may evaluate it (e.g., call with given time to exercise) for given: call strike, time to exercise, and u/lying PV. there are related topics...

thx so much, @David Harper CFA FRM . i cleary understand, that the qstn's target (arround 'I' statement) is checking of 'YTM-z.i relations on different fwd curve sloping' knowledge. (especially, when '+slope' given )) quantitatively). it's first YTM property which remember after qstn was...

sorry, @David Harper CFA FRM i've implied situation, when bond type isn't specified (by/at 'quality qstn text' (particulary, 14.4)). that make 'I' statement incorrect, when z-coupon take in consideration, or i am stupid)) ps: must be 'concerning ab. bond type specifing'

hi, everybody. hi, @David Harper CFA FRM there is GARP's convention (like) concerning to bond typology when it (zero/non-zero cpn, etc)'s missed at qstn text? thx

need to detail: is it avg of maturity weighted by security(instrument)'s weight (share) in the portfolio?