请问F的表达式是什么意思

问题如下：

Use the equation $F=S{(\frac{1+R}{1+Q})}^T$ to determine put-call parity for an index option. Express your answer in terms of the

risk-free rate, R, the dividend yield, 0, and the time to maturity, T.

解释：

From Equation $F=S{(\frac{1+R}{1+Q})}^T$

Substituting this into Equation Price + PV(K) = European Put Price + PV(F) and noting that:

$PV(K)\;=\;\frac K{{(1+R)}^T}$

$PV(F)=S\frac{{(1+R)}^T}{{(1+Q)}^T}\frac1{{(1+R)}^T}=\frac S{{(1+Q)}^T}$

European Call Price + $\frac K{{(1+R)}^T}$ = European Put Price + $\frac S{{(1+Q)}^T}$