All Questions
2 questions
2
votes
2
answers
632
views
synthetic currency pair
I want to generate price of a synthetic currency pair. For example, I have EURGBP, GBPUSD prices and I want to generate EURUSD price. I preferred to use these already existing currency pairs to verify ...
4
votes
0
answers
3k
views
Carry Trade vs synthetic Carry Trade using forward contracts
When it comes to foreign exchange carry trade strategy, the definition is straightforward: an investor borrows 1 US-\$ in the US (low interest country) and invests that \$1 to AU (high interest ...