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Zesty

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tT
发表于 2011-7-13 17:04 | 只看该作者

Forward Curve, not Future Curve?

price, forward
What is forward curve? Can it mean forward rate curve and forward price curve?

 

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Unforseen

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发表于 2011-7-13 17:04 | 只看该作者
sure , for commodity it can mean price curve for various delivery month contracts, for rates it can mean various maturities

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NakedPuts2011

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发表于 2011-7-13 17:04 | 只看该作者
Yes, and the price curve can be based on futures contracts - it's just a nomenclature thing

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