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    FRA Formula.

    Hi David, As I learn more in Hull, I like to keep switching chapters to reiterate some of the points I previously learned to reinforce what I'm currently learning. It takes a lot longer to do but I think is worth it..... For some reason I keep forgetting the formula for the FRA valuation...
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    Eurodollar Futures.

    Hi David, Sorry, but I’ve got another question if you’ve got some spare time, this time relating to Eurodollar futures. No urgency though, it’s more curiosity than anything else. When pricing a future we have a combination of equations depending on the underlying which results in a...
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    Interest Rate Bond Futures.

    Hi David, There's something about Hull that I can't grasp when working out the conversion factor for the Treasury Bond futures. I think I get the concept ok, but when I work through the cash flows for the instrument with the extra 3 months after rounding down I can't seem to make total...
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    Floating Leg Of Swap Valuations

    Hi David, Great site - very pleased with my purchase. I'm a little stuck on putting together the floating leg part of the swap w.r.t. for screencast LO 31.6. I think I understand the fixed rate side no probs. 1. The last cash flow is 1.25 years with a LIBOR of 6.5%. But isn't this is...