作者Engedi (杀Ｇ需用牛刀)
看板CFAiafeFSA
标题Re: [问题] CFA Level 1 远期外汇的问题
时间Sun May 29 10:48:36 2005
※ 引述《sunrisefail (Let me go home)》之铭言：
: 这一段话看的不是很懂，
: 大意是不是说用90天的 LIBOR利率去结算60天期的远期外汇，
^^^^^^^^
无关
: 以月为单位的话就是2x3 FRA
对
: 是否有人愿意指正一下呢，谢谢。
: If we describe an FRA as a 60-days FRA on 90-day LIBOR,
: settlement or expiration is 60 days from now and
: the payment at settlement is based on 90-day LIBOR 60 days from now.
: Such an FRA could be quoted in ( 30-day ) months,
: and would be described as a 2-by-3 FRA, ( or 2x3 FRA )
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※ 编辑: Engedi 来自: 211.74.8.157 (05/29 10:48)