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- 330
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- 注册时间
- 2011-7-11
- 最后登录
- 2016-4-19
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My notes are not in front of me but depending on which formula you are using:
FP = ((So)x(1+Rf)^T)-FVC
or
FP = (So-PVC)x(1+Rf)T
You are always going to subtract any income received in a forward or future calculation. I think you may need to double check your formulas. You can do it both ways.
Also, don't forget about the conversion factor when dealing with treasury futures. |
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发表于 2011-7-11 19:41
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