The forward tag has no wiki summary.
3
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119 views
compute time from FX forward, how use DEPO rates?
assume I have following delta-term vol data from broker:
...
2
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0answers
48 views
FRA-Strategy: Make 3-month and 1-year Excess returns comparable
I am trying to analyze an investment strategy that tries to exploit the empirical difference between forward interest rates and realized spot rates. I am using FRAs to capture the difference.
I am ...
2
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89 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 ...
