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  • January 10, 2021 at 12:53 am #1939
    FutureActuary
    Participant

      SOA Financial Modeling Module?

      January 10, 2021 at 1:00 am #1940
      FutureActuary
      Participant

        In using futures as a hedging vehicle, I’m struggling a bit to replicate the gains/losses of the hedging position. I’m able to model the hedgingPosition.pricing data frame; but for some odd reason I’m not getting the same gains/losses on the futures. I need help!

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