假设 normal upward sloping yield curve,
long futures position                     will have implicitly earned the accrued interest on the bond and paid the financing                     cost
给出：F0(T)=S0e(rc+θ−γ)T, where T is time to expiration, and the futures price, F0(T), is equal to the spot price, S0, compounded at the risk-free rate, rc, plus other carry costs, θ, less carry benefits, γ. Here γ is yield, and 0 is zero.

这是不是说
accrued interest on the bond [size=11.6667px]相当于γ ？
financing cost[size=11.6667px]相当于rc ？

(Institute 232)

Institute, CFA. 2019 CFA Program Curriculum Level III Volume 4. CFA Institute, 5/2018. VitalBook file.

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