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标题: calculating NP required to hedge--swaps,currency swaps. futu [打印本页]

作者: thommo77    时间: 2013-4-28 05:33     标题: calculating NP required to hedge--swaps,currency swaps. futu

Some times we need to use (Bt-B)/(Bf) to calculate the ratio of NP needed.
some times we just need Value in the position/ price of future
anyone understand what i am referring to here?
this is the intermediate step before finding out the number of future contracts we need to sell/buy




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