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transferpricing

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tT
发表于 2011-7-11 19:11 | 只看该作者

External Interest Rate Effects

difference, tangible, actually, between, forward
CFAI Text Vol 6, P.169, 1st paragraph and 2008 AM Exam Q10B

Expected I/R effect :
The return from the implied forward rates.
Unexpected I/R effect : The difference between the actual realized return and the market implied return from the forward rates.

Can anyone explain clearly/tangible what do these 2 definitions actually mean ?

 

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ohai

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发表于 2011-7-11 19:11 | 只看该作者
mik82,

Thank you so much !

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