Published January 15, 2023 | Version v1
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Equity Futures Contract Valuation Model

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Description

The output of the model is the mark to market value of such a contract, that is, the Equity Futures price less the strike (if long position).

Notes

https://ia601507.us.archive.org/27/items/cadBondCurve/cadBondCurve.pdf

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equityFutures.pdf

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