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- UID
- 223422
- 帖子
- 295
- 主题
- 5
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-4
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what I do in such case:
calc the original FRA rate (10B)
calc new market FRA rate 30 days later with the same start and end
take difference of the rates and discount this to PV using 150d rate
thats how I got 19,748.83 on my calculator (the difference is due to rounding) |
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发表于 2011-7-13 14:03
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