GUIDE (version 1.2.7)

cashprice: Calculate the Cash price of a T Bond Futures

Description

Function to calculate the Cash price of a T Bond Futures

Usage

cashprice()

Value

The Cash price of a T Bond Futures.

Details

The user inputs are as follows: Quoted Price: e.g. 97.8 Conv. Factor: e.g. 1.06 Acc. Interest: in dollars e.g. 3.50

References

John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.

See Also

futurescurrency,futurescommodity