文件名称:fxforward
介绍说明--下载内容来自于网络,使用问题请自行百度
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.
(系统自动生成,下载前可以参看下载内容)
下载文件列表
fxforward/
fxforward/fxforward.m
fxforward/html.zip
fxforward/html/
fxforward/html/fxforward.html
fxforward/html/fxforward.png
fxforward/html/fxforward_01.png
fxforward/input.xls
license.txt
fxforward/fxforward.m
fxforward/html.zip
fxforward/html/
fxforward/html/fxforward.html
fxforward/html/fxforward.png
fxforward/html/fxforward_01.png
fxforward/input.xls
license.txt
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