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Hi John,
If for whatever reason the examiner does not provide us with the spot rate at the transaction date what is the best rate to use as the spot.
A-The Lock in Rate(Current Spot rate less change in Basis)
B-The forward rate(if the forward rate information is given) Ive seen this done in another question but cant remember the name
C-The Futures price(the same futures price which was used at time NOW to determine the basis but then used as the spot rate at transaction date) Polytot 6/04 in BPP used this method
Thank you,
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