[R-SIG-Finance] A question on Forward Price
Michael Weylandt
michael.weylandt at gmail.com
Mon Jun 30 01:00:21 CEST 2014
> On Jun 29, 2014, at 18:32, Christofer Bogaso <bogaso.christofer at gmail.com> wrote:
>
> I defined backwardination as forward curve is downward sloping as
> compared to spot. So you may term it as you said 'forward prices
> increasing/decreasing'. I felt this is bit different than what you
> said as 'difference between expected and futures'.
This is very non-R so the listmaster may tell us off, but until he does:
What does it mean for a curve to be 'downward sloping *as compared to a point*'?
Leaving aside the finance, I'm not sure what geometry you're describing here.
Michael
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