A US investors holds bonds in Yen, and he want to hedge the currency risk.
Identify the appropriate forward transaction.
Please list all possible descriptions of this forward. ([long/short, buy/sell, deliver/receive, dollar/yen]. I believe there are more than one way to describe this forward.)
Note: added buy/sell.作者: Muddahudda 时间: 2013-4-19 19:04
short Yen forward (Dollar/Yen Yen/Dollar doesn’t matter)
sell Yen forward
Deliver Yen and receive USD at expiration at the forward rate作者: WarrenB1 时间: 2013-4-19 19:07
