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I try to understand what a T-claim is and I am asking for an intuitive explanation?

For instance. Let’s say I buy a zero coupon bond that will pay me 1 in two years. In terms of expressing as a T-claim Where T=2: how wil X then look like? Maybe X=1?

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yes, the claim payoff at time 2 is X=1

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  • $\begingroup$ Hi Peter, it seems you have multiple accounts. You can merge them here. $\endgroup$ – Bob Jansen Mar 9 '18 at 7:23

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