Do not get how we calculate the accrued interest in a fixed income forwards and futures, can someone help on that?
accrued interest is the interest accrued on the maturity date of forward/future from the last coupon date.
Do not get how we calculate the accrued interest in a fixed income forwards and futures, can someone help on that?
accrued interest is the interest accrued on the maturity date of forward/future from the last coupon date.