US T-bond futures conversion factor (CF, FRM T3-25)

Описание к видео US T-bond futures conversion factor (CF, FRM T3-25)

[Here is my XLS https://trtl.bz/2BqWfj4] The US T-bond futures contract conversion factor (CF) basically: 1. Rounds the maturity DOWN to the nearest 3 months (0.25 years), 2. Obtains the Quoted (aka, clean, flat) price, and 3. Assumes a flat 6.0% yield curve. Discuss this video here in our FRM forum: https://trtl.bz/30qSK4M.

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