##### 27 Compared to the Black model to value European interest rate options, the standard market model assumes that the: | Chartered Financial Analyst Level 2 Quiz - LeetQuiz
Chartered Financial Analyst Level 2
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27 Compared to the Black model to value European interest rate options, the standard market model assumes that the:
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A
underlying is a futures price.
B
discount factor applies to the option expiration
C
actual option premium needs to be adjusted for the accrual period.
