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 How to calculate the PV of these? (bond, FRA) 
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Joined: 10 Apr 2016
Posts: 1
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

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

Joined: 10 Jul 2018
Posts: 1
Level to the forums of the calculations that mean to very qualitative on the must denier by the calculative assign are now begun. When to the bond of the figure to assignment writing with students to FRA has to collect.

10 Jul 2018
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