Good day, Please, consult me about Forex Forward Swap (Ex. pair USD/RUB). I am trying to calculate and cant understand, how it works. For example: I have: USD/RUB Fwd points 3M - 19650/19950 IR - 10.63/10.78 outright price -80.4318/80.4610 How in works and what formulas shell I use. Thank you.
just to clarify. I have:
FWD points 6M USDRUB 38485/38985
Interest Rates RUB 6M 10.47/10.58 Outright price USDRUB 82.7630/82.8130.
My question is how it was calculated and where can I receive data about this issue?