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 How to calculate the PV of these? (bond, FRA) 
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Joined: 10 Apr 2016
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So a bond is given:
maturity=5 years (issue date: 2013 sept 20, maturity date: 20th June 2019)
face value=2,500
coupon: 2.5% fix paid annually (on 20th June)
listing price=98.6167
capital payment: lump sum at expiry

And:
on 20th Sept 2013 we made a long 6x9 FRA position with the face value of 2,000, with the exercise price of 2,25%.

what is the PV of these on 20th February 2014? (there is no additional info)
(Should I calculate the YTM with the listing price and discount the cash flows with that? Or what rate should I discount with?)


10 Apr 2016
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