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Yousuf9.
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Yousuf9
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Hi All,
I noticed that while calculating premium in interest rate options question “Massie” we calculate as per below:
(Strike Rate x Tick Value x Number of Contracts)
While in question “Alecto” and “Awan” we calculate as per below:
(Strike Rate x Tick Value x Number of Contracts x Time.. ie 5/12)Can someone please elaborate the difference ?
Thanks,
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