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- UID
- 222314
- 帖子
- 421
- 主题
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- 注册时间
- 2011-7-2
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- 2014-10-14
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| The number of instruments that should be bought or sold is equal to the desired dollar duration change over dollar duration of an instrument. CTD and conversion factor are used to calculate dollar duration of a futures contract. |
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发表于 2011-7-13 13:20
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