I am looking on literature and models on pricing a bond futures' calendar spread. assuming the basket of deliverable bonds is the same and the ctd is the same, what are the factores determining the ...
I was looking at this video today: http://www.cmegroup.com/education/interactive/webinars-archived/implied-price-functionality.html on implied pricing. And am aware that implied orders/pricing ...
What is the difference between Close price and Settelment Price for future contracts? Is there a define rule for evaluating the settlement price or each instrument/exchange different rules applied? ...