
- UID
- 222303
- 帖子
- 400
- 主题
- 8
- 注册时间
- 2011-7-2
- 最后登录
- 2015-11-28
|
why did the long position in the first post become a short position on the 2nd post?
if you took a long position you bought the underlying. Now 1 year later - you sell it at the forward price and receive F(0,1).
So if you paid 0.20 - your cash flow is 0.20 - F(0,1) - a net outflow.
CP |
|