Witch data uses CCP to compute initial and variation margin?
I want to compute the VaR of the Orange Juice [FCOJ-A] contract
But the problem is that there is no orange juice market price data (or at least I didn't found that) to compute Historical VaR (as frozen orange juice is the underlying asset).
Which data uses CCP to compute initial margin and variation of the underlying asset of the future contracts?
Eum eveniet perferendis exercitationem repellat possimus. Minus odio voluptas enim.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...