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fatimarashed8

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Active 5 years ago
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Viewing 3 posts - 1 through 3 (of 3 total)
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  • March 1, 2022 at 2:10 pm #649556
    f8cac631402d36f88bcb348686f1f319947f4888fa6fdcfd8d3a0bff08c969b3 80fatimarashed8
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    Hello,
    Can you please explain the part c of boullain march 2020 regarding marked to market settlements and how they have been calculated and also explain the margin concept given. thank you in advance

    February 3, 2022 at 6:23 pm #648059
    f8cac631402d36f88bcb348686f1f319947f4888fa6fdcfd8d3a0bff08c969b3 80fatimarashed8
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    Yes, I understood that, sorry for not being clear before but why the annuity factor of 3.57%, why not the annuity factors of any of the govt bond yield?

    February 2, 2022 at 10:51 am #647952
    f8cac631402d36f88bcb348686f1f319947f4888fa6fdcfd8d3a0bff08c969b3 80fatimarashed8
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    Hello
    I do not understand how they have calculated Macaulay duration for fixed annual payments, especially the annuity factor part. why have they calculated the annuity factor of 3.57% the d.f is based on the government bond yield. its very confusing please help me

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