Friday, June 3, 2016

fixed income - Price of bond future, given a specific interest rate?


I'm interested in calculating what a theoretical price of the ZB or UB(Ultra Bond) futures would be priced at, given an interest rate of 1%. Or 0%


If the 30Y interest rate is around 1%, what will the ZB or UB be priced at?


If the 30Y interest rate is around 0%, what will the ZB, or UB be priced at




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