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Hi,
I have quick question regarding premium on interest rate option on futures. When we calculate premium which is expressed in % we assume that currency of the premium will be the currency of the option contract? Meaning that for interest rate option on futures, currency in which premium will be paid WON’T be USD always.
So far i was always assuming when doing revision kit that premiums are in USD but I understand that in case of interest rate options it depends of the currency of contract?
Thank you,
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