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Minimum variance hedge ratio for currency hedging

The simplest case of FX hedging is when there is no correlation between the assets and the FX rate. Example: a European investor buys 1 million USD in US Treasury bonds. How to hedge the EURUSD risk? ...
nbbo2's user avatar
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Yield to Maturity (YTM) to Zero Coupon Yield Curve (ZCYC) Forward Rate and Discount Factor mismatch in QuantLib

You're getting some of the conventions wrong. First, the dates at which you ask the curve for the rates. You write ...
Luigi Ballabio's user avatar

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