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- UID
- 218000
- 帖子
- 278
- 主题
- 132
- 注册时间
- 2011-5-25
- 最后登录
- 2012-9-12
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on a futures contract, value equals zero at the end of each day because the futures price is adjusted to match the mark to market price.
V = Futures price - M2M price
and by they i mean schweser. they have the same problem in their book but they call the calculation finding the price, not finding the value. |
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发表于 2011-7-11 19:35
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