Published September 6, 2022
| Version v1
Presentation
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FX Average Noon Rate Agreement Pricing Model
Authors/Creators
Description
Foreign Exchange Rate Average Noon Rate Agreement (ANR) is an agreement to buy or sell USD dollars on a future value date at a rate equal to the average rate for a specified period and adjusted by forward points agreed at the inception.
Notes
https://finpricing.com/lib/FxAccumulator.html
Files
ANRoption.pdf
Files
(179.6 kB)
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