国际财管ch5_外汇市场-english 课件.pptVIP

USD/CAD CDA/USD 贴水 升水 完全报价 点数报价 完全报价 点数报价 即期汇率 1.1730/40 30/40 (1/1.1740 / 1/1.1730) 0.8518/25 18/25 30天远期 1.1675/90 55/50 0.8554/65 36/40 Calculation of forward exchange rate  the forward rate=the spot rate, forward parity the forward ratethe spot rate, forward discount the forward ratethe spot rate, forward premium Calculation of the forward rate Calculation of the forward rate without considering the price method Principle: before small after large Add up before large after small Cut down Calculation of the forward rate before small after large Add up The forward rate=the