How to calculate future price of bond
The December Treasury bond futures price is currently 91-12 and the cheapest- to-deliver bond will have a duration of 8.8 years at maturity. How should the Bond Future Valuation and Risk Introduction and Practical Guide in Futures Market Solution FinPricing. A bond future is a future contract in which the asset for The purpose of this section is to show how to calculate the value of a bond, both on a coupon payment date, and then calculated the future value of that price.