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| Chapter 14 - Term Structure of Interest Rates |
| 235 |
In example 6 the total time period over which the interest rate is calculated is 4 72/115 rather than 5 72/115
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Above Table 14-3 the paragraph should be:
We calculate the invoice price of the $10,000 note at
$9,886.09.
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Question 14-2
The question should specify B. Calculate and plot the yield curve under the assumption that the curve is derived solely from expectations.
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Question 14-3
The question should specify that the bond matures February 15, 2015 and is priced at 95.3878 to settle May 15 2013.
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