CH 5 notations Flashcards
1
Q
T
A
Time until delivery date in a forward or future contract in years
2
Q
S0
A
Price of the asset underlying the forward or future contracts today
3
Q
F0
A
Forward or future price today
4
Q
r
A
Zero-coupon risk-free rate of interest per annum with continuously compounding, for an investment maturing at the delivery date in T years
5
Q
K
A
delivery price for a contract that was negotiated in the past
6
Q
T
A
time to delivery date, in years
7
Q
r
A
the T-year risk-free interest rate
8
Q
F0
A
forward price that would be applicable if negotiated the contract today
9
Q
f
A
value of the forward contract today
