- This topic has 1 reply, 2 voices, and was last updated 8 years ago by
.
Viewing 2 posts - 1 through 2 (of 2 total)
- Posts
acca p4 bpp edition for exams in sep2016,dec16,mar17,june 17
mock exam Q2,
in calculating the basis risk why did we take spot rate 1/1.433 and not 1/1.439 on end of april and cant we presume june future rate on end of april same as spot for the end of june??why spot of end of april taken for end of june as well?
Viewing 2 posts - 1 through 2 (of 2 total)
- The topic ‘future basis’ is closed to new replies.