Semua buku

Profesional

Aplikasi Tentang Pelatih Masuk Mulai membaca

Quantitative Finance · Glosarium

Apa itu Futures strip, pack, bundle?

Dikenal juga sebagai: futures strip · pack · bundle

Definition 8.3 Markets II: Rates, FX and Credit · Bab 8 — Short-Term Interest-Rate Futures

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 nn years of consecutive contracts traded together, from the front.

Baca dalam konteks →