• Bond Futures

    Author(s):
    Tim Xiao (see profile)
    Date:
    2021
    Group(s):
    Business Management
    Subject(s):
    Economics
    Item Type:
    Presentation
    Tag(s):
    bond, bond future
    Permanent URL:
    http://dx.doi.org/10.17613/5qcn-dd38
    Abstract:
    A bond future is a future contract in which the asset for delivery is a government bond. Any government bonds that meet the maturity specification of a future contract are eligible for delivery. All eligible delivery bonds construct the delivery basket where each bond has its own conversion factor. Conversion factors are used to equalise the coupon and accrued interest differences of all the deliverable bonds.
    Notes:
    https://science-media.org/show-category/presentation/2/10
    Metadata:
    Status:
    Published
    Last Updated:
    2 years ago
    License:
    All-Rights-Granted

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