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1

This is a non standard instrument. In most cases maturity date = settlement date otherwise, yes, you get this 1 month of interest between the forward maturity date used for the interest rate calculations to get the price of the forward, and thus the cash amounts required for settlement. Then you get 1 month waiting to settle those cash amounts. So there's ...


2

Since all futures are linear instruments you can achieve a perfect hedge by going short or long into the same future depending on your position. If however there are no available futures you can use cross-hedging as explained by Hull (2007) i get an error bellow I'm not sure why so I'll put it in code format: > To answer your question the delta of ...


2

You wrote: outright price -80.4318/80.4610 this is the quote in the spot market. With 80.4610 rubles you can buy 1 USD and with 1 USD you can buy 80.4318 rubles Fwd points 3M - 19650/19950 this is for the forward contract (to receive/pay rubles in 3 months time). These are "points", that have to be added or subtracted from the spot rate to get the actual ...



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