文件名称:fxforward
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This file replicates cross-currency forward pricing using covered interest parity (CIP). It generates and plots CIP-implied forward exchange rates and calculates forward contract value.
There are five inputs - domestic interest rate curve, foreign interest rate curve, spot exchange rate, maturity date, and strike price.-This file replicates cross-currency forward pricing using covered interest parity (CIP). It generates and plots CIP-implied forward exchange rates and calculates forward contract value.
There are five inputs- domestic interest rate curve, foreign interest rate curve, spot exchange rate, maturity date, and strike price.
There are five inputs - domestic interest rate curve, foreign interest rate curve, spot exchange rate, maturity date, and strike price.-This file replicates cross-currency forward pricing using covered interest parity (CIP). It generates and plots CIP-implied forward exchange rates and calculates forward contract value.
There are five inputs- domestic interest rate curve, foreign interest rate curve, spot exchange rate, maturity date, and strike price.
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下载文件列表
fxforward
.........\fxforward.m
.........\html.zip
.........\html
.........\....\fxforward.html
.........\....\fxforward.png
.........\....\fxforward_01.png
.........\input.xls
license.txt