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标题: Schweser FRA Market Value Equation [打印本页]

作者: therecruit    时间: 2011-7-11 20:03     标题: Schweser FRA Market Value Equation

When I use the Schweser FRA Market Value methodology on problem 10c of the CFA curriculum problems, I get a different answer.

Does anyone know if the Schweser formulas are actually correct and is anyone else experiencing this problem?
作者: kkn006    时间: 2011-7-11 20:03

CFA curriculum questions have a lot of rounding issues with respect to FRAs.

CP




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