A atticus Feb 1, 2013 #21 The swap in the futures is embedded as a discount to spot (+swap) or a premium to spot (-swap). Same goes for vanilla options on pairs with a material swap rate. An ATM option synthetic on a +swap pair will be expressed as P - C > 0
The swap in the futures is embedded as a discount to spot (+swap) or a premium to spot (-swap). Same goes for vanilla options on pairs with a material swap rate. An ATM option synthetic on a +swap pair will be expressed as P - C > 0
T traderslair Feb 17, 2013 #22 Quote from hard kore: stocktrader . blotter post on the 80 lot More... Wanna bet all you and all your family owns when I throw 80 cars into it and not see it move ?
Quote from hard kore: stocktrader . blotter post on the 80 lot More... Wanna bet all you and all your family owns when I throw 80 cars into it and not see it move ?
