标题: Forward and Future T Bonds [打印本页] 作者: soverby 时间: 2011-7-11 19:53 标题: Forward and Future T Bonds
With these and other items that throw off cash flow during the life of the contract I have seen two approaches. One where you subtract the PV of the cash flows from the spot and the other where they have to subtract the FV of the cash flows from the forward.
They are mathematically the same so can anyone think of a reason to keep track of both concepts of just pick one and go with it.作者: BelalM 时间: 2011-7-11 19:53
Mine is FV...it's consistent with how you do spot.作者: YAhmed 时间: 2011-7-11 19:53
Same here .. but dont forget the discount factor for bonds.
