C - P = F(0,T)e^(-rT) - Ke(-rT)
Let's suppose the futures contract that the put and call are based on has delivery at time T'. Of course, T' > T.
Then F(0,T) is the futures price with delivery at time T, right?
And F(0,T) =/= F(0,T'), right?
But in the Mahler manual, it uses F(0,T') in the put-call parity equation.
Unless F(0,T) = F(0,T')?
Let's suppose the futures contract that the put and call are based on has delivery at time T'. Of course, T' > T.
Then F(0,T) is the futures price with delivery at time T, right?
And F(0,T) =/= F(0,T'), right?
But in the Mahler manual, it uses F(0,T') in the put-call parity equation.
Unless F(0,T) = F(0,T')?
Put-call parity on options of futures contracts
