The programme's closing topic is a single applied project: recompute an instrument package the way a junior desk quant would — fair futures from carry, a bond dirty price and YTM check, a funding or margin cash amount, and an explicit convention audit so the numbers are not accidentally wrong. No new market taxonomy is introduced; the work is integration and reproducibility.
By the end of this note you should be able to:
- assemble carry, fixed-income and funding calculations on one consistent dataset;
- document every convention assumption before trusting a PV;
- reproduce the checkpoint with the seeded Python snippet (or by hand).
In this lesson
- Contents
- The big picture
The full lesson is for members.
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