求助CFA L2 book1 page 516 forward position
书上这样写的：
Laurier Bay Capital had a long forward exposure to the USD, which it hedged by selling USD 10 million forward against the NZD at an all-in forward rate of 0.7900 (USD/NZD). Three months prior to settlement date, it wants to close out this short USD forward position.
看了答案糊涂了。
我的理解是先买进usd，settlement day卖出usd，但看答案好像不是。究竟这过程是怎样的？
先谢过大家的解答。 |
发表于 2014-4-27 15:52
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