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除了樱花 · 2022年03月26日

forward rate

NO.PZ2020020601000053

问题如下:

The spot rate for XXXYYY is 1.4251 and the one-year forward rate is 200 basis points. How would the spot rate and the forward rate have been expressed if the currency had been YYYXXX?

选项:

解释:

The spot rate and forward rate are 1.4251 and 1.4251 + 0.0200 = 1.4451. If the currency had been quoted the other way around, the spot and forward would be 1/1.4251 = 0.7017 and 1/1.4451 = 0.6920. The forward quote would be -97 because the forward rate is 97/10,000 less than the spot rate.

forward rate=spot rate+basis point这个是公式吗?

在哪里讲的啊

除了樱花 · 2022年03月26日

那个forward rate等于现货利率加它本身吗

1 个答案
已采纳答案

李坏_品职助教 · 2022年03月26日

嗨,从没放弃的小努力你好:


这个是外汇forward的惯例,报价都是基于现货价格(spot rate)上浮或下浮一些basis points。

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