futures-contract-conversion-factor

  1. Nicole Seaman

    P1.T3.23.5. Interest rate futures: conventions and T-bond futures contract

    Learning objectives: Identify the most commonly used day count conventions, describe the markets that each one is typically used in, and apply each to an interest calculation. Calculate the conversion of a discount rate to a price for a US Treasury bill. Differentiate between the clean and dirty...
    • Nicole Seaman
    • Thread
    • clean-price day-count-conventions dirty-price discount-rates futures-contract-conversion-factor interest-rate-futures us-treasury-bill us-treasury-bond
    • Replies: 0
    • Forum: FRM® Practice Questions
Top