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Whats the return on capital for a trader who entered into a one-month repo where Pt = 98 .5, PT = 99 .01, Repo= 5%
Whats the return on capital for a trader who entered into a one-month repo where
Pt = 98.5, PT = 99.01, Repo= 5% and haircut= 0.8?
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The Handbook Of European Fixed Income Securities
Authors: Frank J. Fabozzi, Moorad Choudhry
1st Edition
0471430390, 978-0471430391
