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- UID
- 223361
- 帖子
- 250
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- 注册时间
- 2011-7-11
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- 2014-8-4
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Calculating Price of an FRA
This is in reference to the example on pg 210-11 of Schweser Book 5 (SS16, Reading 60) regarding calculating the price of an FRA.
After calculating the unannualized rates for the 30 and 120-day loans, why do you then divide the unannualized 120-day value by the unannualized 30-day value? |
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发表于 2011-7-11 19:46
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