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- 2015-12-8
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calculating NP required to hedge--swaps,currency swaps. futu
Some times we need to use (Bt-B)/(Bf) to calculate the ratio of NP needed.
some times we just need Value in the position/ price of future
anyone understand what i am referring to here?
this is the intermediate step before finding out the number of future contracts we need to sell/buy |
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