COM: a commodity position. Purchase pays −R·quantity·priceAtPurchase;
termination receives R·quantity·priceAtTermination.
Equations
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Instances For
STK: an equity position. Purchase pays −R·priceAtPurchase; termination
receives R·priceAtTermination; each observed dividend pays R·amount.
Equations
- One or more equations did not get rendered due to their size.