Drink H · 2020年03月06日
问题如下：
What are the different assumptions that can be made when calculating the carry roll-down.
解释：
Carry roll-down can be calculated (a) assuming that forward rates are realized, (b) assuming that the term structure remains unchanged (c) assuming that bond yields remain unchanged, and (d) assuming that estimates made by the investor are realized.
NO.PZ2020011303000197问题如下Whare the fferent assumptions thcma when calculating the carry roll-wn. Carry roll-wn ccalculate(assuming thforwarrates are realize (assuming ththe term structure remains unchange(assuming thbonyiel remain unchange an( assuming thestimates ma the investor are realize 找不到了，麻烦告知一下，谢谢！
assuming ththe term structure remains unchange指的是基准利率保持不变吗？
