What is the difference between
1) computing the 'forward price' of a bond at a future time T. ( spot price - carry, involving repo rates)
2) computing the price of a bond (discounting all cash flows) with a settlement date on T.
And if I were to compute the DV01 of a Treasury future, are both of these acceptable:
a) Compute the change in forward price as defined in 1) when tweaking par yields and repo rates, with the forward date being hte delivery date of the future contract.
b) Compute the change in price of a bond as defined 2), with the settlement being the delivery date of the contract, a conversion factor applied to the result.