标题: Value a USD/CNY FX Forward [打印本页] 作者: a22349 时间: 2013-8-19 12:42 标题: Value a USD/CNY FX Forward
Contract size 1m USD, forward rate 6.3, value date 2013/8/8, maturity date 2013/9/1, on the forward FX curve, 1w = 6.35, 1m=6.40, on the discount curve, 1w = 3%, 1m=3.3%作者: sy8111 时间: 2013-8-19 16:48
