NO.PZ2023061903000027
问题如下:
Q. The JPY/AUD spot exchange rate is 82.42, the Japanese yen interest rate is 0.15 percent, and the Australian dollar interest rate is 4.95 percent. If the interest rates are quoted on the basis of a 360-day year, the 90-day forward points in JPY/AUD would be closest to:选项:
A.–377.0.B.–97.7. C.98.9.
解释:
B is correct. The forward exchange rate is given by:
The forward points are as follows:
100 × (F × S) = 100 × (81.443 – 82.42) = 100 × (–0.977) = –97.7.Because the spot exchange rate is quoted with two decimal places, the forward points are scaled by 100.
forward points 定义是什么,forward points = forward price - spot price这个知识点在哪里呢?