FX Forward
バージョン 1.0.0.0 (224 KB) 作成者:
Vilen Abramov
This file replicates cross-currency forward pricing using covered interest parity (CIP)
This file replicates cross-currency forward pricing using covered interest parity (CIP). It generates and plots CIP-implied forward exchange rates and calculates forward contract value.
There are five inputs - domestic interest rate curve, foreign interest rate curve, spot exchange rate, maturity date, and strike price.
引用
Vilen Abramov (2024). FX Forward (https://www.mathworks.com/matlabcentral/fileexchange/37818-fx-forward), MATLAB Central File Exchange. 取得済み .
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R2012a
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バージョン | 公開済み | リリース ノート | |
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1.0.0.0 |