FX Forward Curve
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25.09.2021
Co-author
Affiliation
BMO
Main category
Social Sciences (Economics)
Abstract
FX forward curve is also called FX implied forward curve or FX derived curve. It is derived from USD zero rate curve and FX forward spreads and used to value FX trades.
Further information
Further reading
https://ia801408.us.archive.org/11/items/fx-forward-curve-8/FxForwardCurve-8.pdf
Language
English
DOI
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