皮同学2018-06-04 14:02:43
皮同学这里说预计未来利率会下降，债券P会上升，那不应该是long bond么，这里的long forword contract是指什么哈
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Vincent2018-06-04 21:33:36
Vincent同学你好，forward contract 的underlying asset是bond, 所以long forward contract
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forward contract在cfa里面就是指标的为bond的forward么？
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同学你好，In case of a deliverable forward contract, the party that is short the forward contract will actually deliver the underlying asset to the party that is long the forward contract. The underlying will be delivered on the settlement date or the expiration date as specified in the contract. The underlying will be delivered and the forward price will be received.
forward 是场外交易，forward contract的underlying asset可以根据需要双方自行约定。
这里是讲"active bond management", 所以用的是bond作为underlying的forward contract.
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