1
vote
1answer
173 views

EuroDollar vs FRA

I am not quite clear about this. When people mention Eurodollar are they mean Eurodollar Futures? One of the difference between Eurodollar and Forward Rate Agreement(FRA) is basically difference ...
1
vote
1answer
1k views

Implied interest rate from FX swap

This is not homework. I am trying to calculate the implied interest rate of one currency (C2) using an FX swap and the interest rate of another currency (C1 - base). I have the following: Spot: ...
4
votes
0answers
235 views

compute time from FX forward, how use DEPO rates?

assume I have following delta-term vol data from broker: ...