Controlling position to rebalance the dollar duration?作者: soverby 时间: 2011-7-20 03:59
What's your question? Elaborate please作者: noel 时间: 2011-7-20 04:14
Which approach did you use?作者: transferpricing 时间: 2011-7-20 04:29
I know I always try and use the controlling position but Im not sure if it was a practice test or what, but there are times when you assume to buy/sell each component bond.
With the controlling position you take the bond with the highest duration...is that the question?
