clearchemist
New member
- Jun 18, 2026
- 0
- 0
Which provides the highest return:
1: Quoted rate = 5.78%, 360 day basis, discount convention
2: Quoted rate = 5.80%, 365 day basis, discount convention
3: Quoted rate = 5.96%, 365 day basis, add on convention
How are the BEY’s computed for each scenario, and why is the Add On BEY the same as the quoted rate?
Thanks!
1: Quoted rate = 5.78%, 360 day basis, discount convention
2: Quoted rate = 5.80%, 365 day basis, discount convention
3: Quoted rate = 5.96%, 365 day basis, add on convention
How are the BEY’s computed for each scenario, and why is the Add On BEY the same as the quoted rate?
Thanks!