Читать книгу The Advanced Fixed Income and Derivatives Management Guide - Saied Simozar - Страница 5

For notational convenience most variable names have been limited to a single character. Subscripts have been used to differentiate related variables. Subscripts i, j, and k have been used exclusively as running integers and are interchangeable. Other subscript letters are used to differentiate closely related names. For example, p_m and p_c are used for the market price and calculated price of a security, respectively. When these subscripts are mixed with running subscripts, a comma is inserted between them (e.g. p_m,i or p_c,k).

SUBSCRIPTS

VARIABLE NAMES