标题: CASH - duration 0 or 0.25? [打印本页] 作者: brain_wash_your 时间: 2011-7-11 19:42 标题: CASH - duration 0 or 0.25?
I'm a bit confused about when to use 0 or 0.25 as duration for cash. Can anyone help? Please.作者: Windjam 时间: 2011-7-11 19:42
bpdulog --- i think i remember this too. Was it a question bond futures question where you had to eliminate all duration, so if you used (ddtarget - ddport) / ddf , it was actually 0.25 for target instead of zero --
If thats the one, then yah, so far i have only seen it once and unless given i'm going with zero作者: Analti_Calte 时间: 2011-7-11 19:42
markCFAIL Wrote:
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> bpdulog --- i think i remember this too. Was it a
> question bond futures question where you had to
> eliminate all duration, so if you used (ddtarget
> - ddport) / ddf , it was actually 0.25 for target
> instead of zero --
>
> If thats the one, then yah, so far i have only
> seen it once and unless given i'm going with zero
