Standard Hull-White CA: ~1-5bp depending on tenor + vol
| source | Hull (2017) Options, Futures, and Other Derivatives Ch. 6 |
| derivation | published_source |
| quality | published |
| set | 2026-05-25 |
| last reviewed | 2026-05-25 |
| next review due | 2026-12-31 |
Used in curve construction from short-term futures.