标题: FRA h x m [打印本页] 作者: CFA4Techie 时间: 2011-7-11 19:44 标题: FRA h x m
Folks , I finally understood this short form way the FRA is represented . Say 2 x 5 , it means 60 days to the initiation of the FRA and 150 days to expiry. Num days for numerator is 2nd number ( * 30) while first is num days for denominator作者: ayaz_mahmud369 时间: 2011-7-11 19:44
I just do a time line and don't think of the formula...I also don't use the value formula, I just work with prices and it's easier that way.
