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نشر
jokolasjd99
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#termmax
TermMax assumes future yield can be separated from principal and priced as distinct tokens.
TermMax uses FT, XT, and GT. Pricing is done with range-order pricing curves. FT is tradable before maturity.
That made me look at it differently.
In this setup, time-to-maturity becomes part of pricing.
How do you think liquidity will distribute across different maturities on range-order pricing curves when FT is tradable before maturity?
#TermMax @TermMax
TermMax assumes future yield can be separated from principal and priced as distinct tokens.
TermMax uses FT, XT, and GT. Pricing is done with range-order pricing curves. FT is tradable before maturity.
That made me look at it differently.
In this setup, time-to-maturity becomes part of pricing.
How do you think liquidity will distribute across different maturities on range-order pricing curves when FT is tradable before maturity?
#TermMax @TermMax
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