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Present valuation of emission credit and allowance futures
Present valuation of emission credit and allowance futures
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机译:排放信用和配额期货的当前估值
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摘要
The present invention is directed to a computer-operated method for determining the present value of a futures contract for a commodity. The method includes selecting an expiration date for the futures contract, calculating a customized interest rate factor based on interest rates surveyed from a plurality of lending institutions, and applying the customized interest rate factor to the futures contract price to determine the present value.
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