皮同學(xué)
2018-06-04 14:02這里說預(yù)計(jì)未來利率會(huì)下降，債券P會(huì)上升，那不應(yīng)該是long bond么，這里的long forword contract是指什么哈
所屬：CFA Level II > Fixed Income 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個(gè)回答
Vincent助教
2018-06-04 21:33
該回答已被題主采納
同學(xué)你好，forward contract 的underlying asset是bond, 所以long forward contract
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追問
forward contract在cfa里面就是指標(biāo)的為bond的forward么？
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追答
同學(xué)你好，In case of a deliverable forward contract, the party that is short the forward contract will actually deliver the underlying asset to the party that is long the forward contract. The underlying will be delivered on the settlement date or the expiration date as specified in the contract. The underlying will be delivered and the forward price will be received.
forward 是場(chǎng)外交易，forward contract的underlying asset可以根據(jù)需要雙方自行約定。
這里是講"active bond management", 所以用的是bond作為underlying的forward contract.
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