|visits||member for||2 years, 5 months|
|seen||Feb 21 at 19:04|
Pricing a bond future with a basket of deposit futures
Thanks, I appreciate your answer. I wasn't looking to price futures from cash deposits, but to price a future on a bond from a basket of futures on shorter-term deposits. I may open another question (or edit this one) to clarify what I'm looking to do.
|asked||Pricing a bond future with a basket of deposit futures|