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It is August 1 3 th , 2 0 1 8 . The cheapest - to - deliver bond in a December 2 0 1
It is August th The cheapesttodeliver bond in a December Treasury bond futures contract is a coupon bond maturing in October with a quoted price of Delivery is expected to be made on December st The term structure is flat, and the rate of interest with semiannual compounding is per annum. The conversion factor for the bond is Calculate the quoted futures price for the contract.
It is August th The cheapesttodeliver bond in a December Treasury bond futures
contract is a coupon bond maturing in October with a quoted price of Delivery is
expected to be made on December st The term structure is flat, and the rate of interest with semiannual compounding is per annum. The conversion factor for the bond is Calculate the quoted futures price for the contract.
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