Timeline for Pricing formula for a FX forward with delayed payment
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 19 at 10:54 | review | Close votes | |||
| Sep 7 at 3:06 | |||||
| Aug 19 at 10:33 | comment | added | Dimitri Vulis | This question is similar to: convexity adjustment for pricing mark to market (mtm) cross currency swap. If you believe it’s different, please edit the question, make it clear how it’s different and/or how the answers on that question are not helpful for your problem. | |
| Aug 17 at 2:27 | comment | added | Dimitri Vulis | You mean a non-delivery forward, rather than physical delivery? Can you please clarify why you see a need for the convexity adjustment? | |
| S Aug 17 at 1:44 | review | First questions | |||
| Aug 31 at 1:51 | |||||
| S Aug 17 at 1:44 | history | asked | clem | CC BY-SA 4.0 |