作者sunrisefail (Let me go home)
看板CFAiafeFSA
標題[問題] CFA Level 1 遠期外匯的問題
時間Fri May 27 15:35:31 2005
這一段話看的不是很懂，
大意是不是說用90天的 LIBOR利率去結算60天期的遠期外匯，以月為單位的話就是2x3 FRA
是否有人願意指正一下呢，謝謝。
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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