Forward points 是指 Premium/discount？？问题如下图：
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解释：
NO.PZ2018091706000046问题如下Analyst Bob is stuing foreign exchange market. He observes that:1. The spot exchange market rate is 1.55USG2. The 180-y Libor for llars is 0.58%, while the 180-y Libor for poun is 0.62%So, Bob calculate the 180-y forwarpoints for the USGBP. Whiof the following option is correct?A.0.B.-0.0003.C.-0.0237. B is correct考点Interest rate parity解析，根据利率平价理论的公式，我们首先可以求得美元兑英镑的远期汇率水平，即 (FUSGBP=SUSGBP(1+iUS180360)1+iGBP(180360))=1.55(1+0.58%(180360)1+0.62%(180360))=1.5497(F_{USGBP}=S_{USGBP}{(\frac{1+i_{US{(\frac{180}{360})}}{1+i_{GBP}{(\frac{180}{360})}})}=1.55{(\frac{1+0.58\%{(\frac{180}{360})}}{1+0.62\%{(\frac{180}{360})}})}=1.5497(FUSGBP=SUSGBP(1+iGBP(360180)1+iUS(360180))=1.55(1+0.62%(360180)1+0.58%(360180))=1.5497接着我们再求出forwarpoints，即1.5497-1.5500 =-0.0003 名词还有其他名字吗
NO.PZ2018091706000046问题如下Analyst Bob is stuing foreign exchange market. He observes that:1. The spot exchange market rate is 1.55USG2. The 180-y Libor for llars is 0.58%, while the 180-y Libor for poun is 0.62%So, Bob calculate the 180-y forwarpoints for the USGBP. Whiof the following option is correct?A.0.B.-0.0003.C.-0.0237. B is correct考点Interest rate parity解析，根据利率平价理论的公式，我们首先可以求得美元兑英镑的远期汇率水平，即 (FUSGBP=SUSGBP(1+iUS180360)1+iGBP(180360))=1.55(1+0.58%(180360)1+0.62%(180360))=1.5497(F_{USGBP}=S_{USGBP}{(\frac{1+i_{US{(\frac{180}{360})}}{1+i_{GBP}{(\frac{180}{360})}})}=1.55{(\frac{1+0.58\%{(\frac{180}{360})}}{1+0.62\%{(\frac{180}{360})}})}=1.5497(FUSGBP=SUSGBP(1+iGBP(360180)1+iUS(360180))=1.55(1+0.62%(360180)1+0.58%(360180))=1.5497接着我们再求出forwarpoints，即1.5497-1.5500 =-0.0003 没搞懂为啥要拿题干给定的利率再乘180除以360
NO.PZ2018091706000046 问题如下 Analyst Bob is stuing foreign exchange market. He observes that:1. The spot exchange market rate is 1.55USG2. The 180-y Libor for llars is 0.58%, while the 180-y Libor for poun is 0.62%So, Bob calculate the 180-y forwarpoints for the USGBP. Whiof the following option is correct? A.0. B.-0.0003. C.-0.0237. B is correct考点Interest rate parity解析，根据利率平价理论的公式，我们首先可以求得美元兑英镑的远期汇率水平，即 (FUSGBP=SUSGBP(1+iUS180360)1+iGBP(180360))=1.55(1+0.58%(180360)1+0.62%(180360))=1.5497(F_{USGBP}=S_{USGBP}{(\frac{1+i_{US{(\frac{180}{360})}}{1+i_{GBP}{(\frac{180}{360})}})}=1.55{(\frac{1+0.58\%{(\frac{180}{360})}}{1+0.62\%{(\frac{180}{360})}})}=1.5497(FUSGBP=SUSGBP(1+iGBP(360180)1+iUS(360180))=1.55(1+0.62%(360180)1+0.58%(360180))=1.5497接着我们再求出forwarpoints，即1.5497-1.5500 =-0.0003 题里给的180天LIBOR水平分别是0.58%和0.62%，这两个虽然标注了180y,但都看作是年化的概念吗？所以题目让求180天的forwarrate，还要用这两个数分别乘以180/360，是这么理解吗？
NO.PZ2018091706000046 目前看唯一可能出现问题的地方就在于1.55后面那一个括号里面的计算 分子分母分别是 1.0029 和 1.0031，二者相除等于0.99806，对应F结果1.546993。 如果用复利的方式计算F结果是1.547078。 我保留的是6位数，请问是哪个地方算错了？
看到之前有小伙伴问这个了，老师是这么说的“即使写的180-yLibor，也是表示年化”。考试中也是会这样吗？ 那为什么会这么表述呢？
