FX Forward

버전 1.0.0.0 (224 KB) 작성자: Vilen Abramov
This file replicates cross-currency forward pricing using covered interest parity (CIP)
다운로드 수: 1.3K
업데이트 날짜: 2012/8/14

라이선스 보기

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.

인용 양식

Vilen Abramov (2024). FX Forward (https://www.mathworks.com/matlabcentral/fileexchange/37818-fx-forward), MATLAB Central File Exchange. 검색됨 .

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개발 환경: R2012a
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버전 게시됨 릴리스 정보
1.0.0.0