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FORMULA SHEET

F
1 rt

F P(1 rt )

F P 1 r

365

P
365
rHPY sell 1
P

buy d
F
P
(1 i ) n

F P0 (1 i ) n

1 1
k

PVAF
r

1 1
2

PC
r

365

1 r rfees

nP S
n 1

kt

n P S
n 1

0 2

diy
future value
1
d
price or cash settlement

settlement to lender

n1 n 2

cost

F
r
1
2

r n 2 0 rn 2 n1 0 rn1

Fn 2
1
Fn1

2 1
0 r2 1 0 r1 1 1 r2

reffective

kt

kt

1 1
k

PV R

n1 rn 2

kt

1 rterms t

scom/terms
1

r
t
com

Pex -rights

d
365

r
F P 1
k

r
reff 1 1
k

f com/terms

1 r

F
F

1 r
1 ragreed t
markett

P0

r 1r2
2

0 1

D1
kg

P P

E 1 E

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