标题: Cross Rate with Ask and Bid [打印本页] 作者: bigredhockey55 时间: 2011-7-13 16:37 标题: Cross Rate with Ask and Bid
When calculating cross rates when given bid-ask quotes, do we take the mid-point of each of the two bid-ask quotes to derive the third? Or do we do something fancy that involves up the bid and down the ask?作者: Newhuman 时间: 2011-7-13 16:37
Ab x bc= ac
Ab/ac=cb
If you are given bid ask
Ab bid x bc bid= ac bid and vice versatile
Ab bid/ ac ask= cb bid and vice versa作者: luda002 时间: 2011-7-13 16:37
mfbarbmff Wrote:
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> When calculating cross rates when given bid-ask
> quotes, do we take the mid-point of each of the
> two bid-ask quotes to derive the third? Or do we
> do something fancy that involves up the bid and
> down the ask?
you have do fancy stuff buddy. sorry !作者: needhelp1700 时间: 2011-7-13 16:37
gmakri sounds right to me ab bid divided by ac ask to get a cb bid作者: madaochenggong 时间: 2011-7-13 16:37
but we need the mid not the bid ?作者: iteracom 时间: 2011-7-13 16:37
amresmadi Wrote:
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> but we need the mid not the bid ?
When you calculate forward rate, you use midpoint for bid-ask .. however when calculating bid and ask, you dont use any midpoints.
