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Strategies & Market Trends : Bonds, Currencies, Commodities and Index Futures -- Ignore unavailable to you. Want to Upgrade?

To: Chip McVickar who wrote (2558)	2/6/2003 11:39:07 AM
From: OX	Read Replies (1) \| Respond to of 12411

thanks Chip. the calc for the "basic" futures equation is pretty straightforward (relatively speaking :-). it gets more complex for futures such as gold (and interest rates) which have additional parameters (and possibly any physical delivery futures, which i have not dabbled in). for example, the equation you posted is fine for simple relationships (such as equity index futures), but for interest rate futures, it leaves out the accrued interest component (as GZ has posted about).