由此得到远期便利收益率漂移项的无套利约束，并利用此结论得到了商品互换的价格。我们证明了在远期模型中利率的随机性对商品互换的定价是有影响的。
From the pricing formulas , we can get the conclusion that the randomness of interest rate can affect the price of commodity swap .
便利收益率