The deliverable basket of a bond future is the set of securities the short may deliver, defined by the exchange’s rules by remaining (and sometimes original) maturity at the start of the delivery month.
Quantitative Finance · Begrippenlijst
Quantitative Finance · Begrippenlijst
The deliverable basket of a bond future is the set of securities the short may deliver, defined by the exchange’s rules by remaining (and sometimes original) maturity at the start of the delivery month.