Published September 7, 2022
| Version v1
Presentation
Open
FX Reciprocal Average Rate Contract Valuation
Creators
Description
This article presents a valuation model for Noon Average Rate Contract (NRC) and Reciprocal Average Rate Contract (NRC 1). NRC is a forward contract on average foreign exchange rate and NRC 1 is a forward contract on reciprocal of average foreign exchange rate.
Notes
https://finpricing.com/lib/EqBarrier.html
Files
FXNRC.pdf
Files
(151.1 kB)
| Name | Size | Download all |
|---|---|---|
|
md5:8a45d93a53947ce2cfa462d630024804
|
151.1 kB | Preview Download |