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- UID
- 223460
- 帖子
- 322
- 主题
- 9
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-7
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Just want to make sure the terminology right.
T-bill --> maturity less than one year. No conversion.
T notes --> maturity 1-10 years --> conversion.
T bonds --> maturity 10+ years --> conversion.
The CTD conversion factor, however, is normally referred to the classic 30 year T bonds futures, although it exists for 2,3, 5, 10 as well as ultra bonds. |
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发表于 2011-7-13 13:18
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