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Interest Rate Futures - Quoted vs Settlement price
okay, thank you.- msi273
- Post #4
- Forum: P1.T3. Financial Markets & Products (30%)
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M
Interest Rate Futures - Quoted vs Settlement price
Hi all, In Chapter 6 of the "Financial Markets and Products" the cheapest-to-deliver-bond is calculated using a "quoted price" and a "settlement price". What is exactly the difference of these two? For my understanding a "settlement price" is simply "quoted" somewhere ... regards, M- msi273
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- Replies: 7
- Forum: P1.T3. Financial Markets & Products (30%)