•16. and 17 (double-weight). This is about accrued interest on a bond. A. Does it enter into the “haircut” (margin) c
Posted: Fri Jul 01, 2022 7:47 am
•16. and 17 (double-weight). This isabout accrued interest on a bond. A. Does it enter intothe “haircut” (margin) calculation for a repo? B. Howis accrued interest reflected, if at all, in the quoted price of abond or note? yield? Explain. C. How is it takeninto account when bonds are notes are delivered under a futurescontract?