FX Forward

Versión 1.0.0.0 (224 KB) por Vilen Abramov
This file replicates cross-currency forward pricing using covered interest parity (CIP)
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Actualizado 14 ago 2012

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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.

Citar como

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

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Se creó con R2012a
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Versión Publicado Notas de la versión
1.0.0.0