Basis: Difference between revisions

From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson
(Expand first definition. Source: linked page.)
imported>Doug Williamson
(Add link.)
Line 17: Line 17:


== See also ==
== See also ==
* [[Accruals basis]]
* [[Base]]
* [[Base]]
* [[Basis risk]]
* [[Basis risk]]

Revision as of 12:44, 16 September 2020

1.

The method or convention under which a value or price has been calculated.

Sometimes known as the base.


2.

Basis risk.


3.

In futures markets, the price differential between the price of the asset underlying the futures contract and the price of the futures contract.


See also