FX Forward
版本 1.0.0.0 (224.1 KB) 作者:
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.
引用格式
Vilen Abramov (2024). FX Forward (https://www.mathworks.com/matlabcentral/fileexchange/37818-fx-forward), MATLAB Central File Exchange. 检索来源 .
MATLAB 版本兼容性
创建方式
R2012a
兼容任何版本
平台兼容性
Windows macOS Linux类别
- Computational Finance > Financial Instruments Toolbox > Price Instruments Using Functions > Yield Curves >
- Computational Finance > Financial Instruments Toolbox > Price Instruments Using Functions > Interest-Rate Instruments >
在 Help Center 和 MATLAB Answers 中查找有关 Yield Curves 的更多信息
标签
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!fxforward/html/
版本 | 已发布 | 发行说明 | |
---|---|---|---|
1.0.0.0 |