CASH - duration 0 or 0.25? about

brain_wash_your

I'm a bit confused about when to use 0 or 0.25 as duration for cash. Can anyone help? Please.

Windjam

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

Analti_Calte

markCFAIL Wrote:
-------------------------------------------------------
> 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


Yes

NO EXCUSES