Published September 7, 2022
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FX Forward Contract Valuation
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Description
This article discusses the valuation of Foreign Exchange Rate Forward Contract (FEF). An FX forward contract is an obligation to exchange a particular amount of one currency for a certain amount of another currency at a future time.
Notes
https://finpricing.com/lib/FiZeroBond.html
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FxEef.pdf
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(122.2 kB)
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