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- 2011-7-2
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- 2014-6-28
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when constructing synthetic commo pos, what should be the Face Value of the bond used to get a short synthettic pos? should it be the the fwd price @maturity or the fwd price @ maturity discounted at the borrowing rate?
thanks!
M. |
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发表于 2011-7-11 19:58
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