M i correct F+ & S- reflects B-?
And s+ & F- creates synthetic B+
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Please elaborate B- and B+??
ZCB
No it cannot be a ZCB because.
F+ is bullish I.e. upper Jane we paisa Ayega and niche Jane se paisa jayega and S- is bearish price niche Jane se fayeda hoga. Both of this together will have a payoff of 0 ;same goes with S+ and F-
And ZCB means we will have a certain payoff which is not the case here .