Hot answers tagged yield-curve
You tell me. The IR parity is a statement of an arbitrage: that if can exchange my amount in currency A into another currency B, invest it and enter a forward spot trade to get back my currency A at a greater effective rate than the rate in currency A, then I have an arbitrage. The trades for the arbitrage, therefore, are a Spot FX trade, lend currency B, ...
Only top voted, non community-wiki answers of a minimum length are eligible