A futures strip is a sequence of consecutive quarterly contracts, whose rates together describe the path of the short rate. A pack is four consecutive quarterly contracts traded in equal amounts as one instrument, a year of the strip; a bundle is the first years of consecutive contracts traded together, from the front.
Quantitative Finance · शब्दावली
Futures strip, pack, bundle क्या है?
अन्य नाम: futures strip · pack · bundle