Muddyguy wrote:michal.kreslik wrote:To get the aggregate interest of the Impeccable Hedge position, you don't have to bother yourself with the lot sizes. Provided the position is indeed the Impeccable Hedge, you simply sum up all the swaps of the respective positions in ring.
How can we have an Impeccable Hedge if we don't bother with lot sizes? I thought one must adjust lot sizes to create an Impeccable Hedge. What am I misunderstanding?
For aggregate interest calculation in percentage, we don't need any position size info neither prices. Just the swap values. This is true provided the ring is the Impeccable Hedge ring (a/b * b/c * c/a).