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- 2011-5-27
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CFA L3 Book 4 page 90 example
| The calculation of the payoff of FRA seems to be wrong in that it doesn't take into account the margin. While if you look at the practice #10 on page 120, the way to calculate the payoff is inconsistent as in the example on page 90. Any thoughts? |
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发表于 2011-3-25 05:13
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