Question: This is about accrued interest on a bond.A.Does it enter into the haircut (margin) calculation for a repo? B.How is accrued interest reflected, if at
This is about accrued interest on a bond.A.Does it enter into the haircut (margin) calculation for a repo? B.How is accrued interest reflected, if at all, in the quoted price of a bond or note? yield?Explain. C.How is it taken into account when bonds are notes are delivered under a futures contract?
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