Tagged Questions
3
votes
0answers
114 views
compute time from FX forward, how use DEPO rates?
assume I have following delta-term vol data from broker:
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2
votes
0answers
82 views
EUR/PLN and EUR/USD delta-term-vol surface quoting convension
does anyone know for sure what is the FX market convension to quote delta-term pairs for EUR/PLN, for EUR/USD. I know that for EUR/PLN it should be delta p.a forward, for EUR/USD it should be delta ...
0
votes
1answer
73 views
3
votes
1answer
845 views
Equivalency of FX forwards and FX basis swaps for risk-management purposes
Can one deem an FX float-to-float swap and a FX forward equivalent on dates immediately after repricing? The reason I am asking, I am hedging something that can be modeled via an FX forward, I was ...
