How to find a cheapest to deliver bond using IRR and how does the reasoning go?
Answer
bond with highest IRR (Implied Repo Rate) is the CTD because IRR is the return if you buy a bond and sell a future against it and then deliver the bond
Tags
#bond-futures #bonds #finance
Question
How to find a cheapest to deliver bond using IRR and how does the reasoning go?
Answer
?
Tags
#bond-futures #bonds #finance
Question
How to find a cheapest to deliver bond using IRR and how does the reasoning go?
Answer
bond with highest IRR (Implied Repo Rate) is the CTD because IRR is the return if you buy a bond and sell a future against it and then deliver the bond
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