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accepted Pricing a bond future with a basket of deposit futures
Feb
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comment 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.
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asked Pricing a bond future with a basket of deposit futures