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Wrapped idiosyncratic (non-tradable) fCash can possibly not be unwrapped prior to maturity
Lines of code Vulnerability details What is idiosyncratic fCash? Markets may not always trade at the exact maturities of all fCash assets. fCash that does not fall on an exact maturity is called idiosyncratic fCash. To value these assets, Notional takes the linear interpolation of the rates of th...
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