开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

bunnymiss · 2020年02月19日

问一道题：NO.PZ2020020601000053 [ FRM I ]

  1. FRM I
  2. Financial Markets And Products

答案最后一句啥意思？

问题如下图：

添加评论
1 个答案

品职答疑小助手雍 · 2020年02月19日

同学你好，最后一句话的意思换个标价方法的话，forward的报价数字就是-97个basis point。

  • 1

    回答

  • 0

    关注

  • 442

    浏览
相关问题

NO.PZ2020020601000053问题如下 The spot rate for XXXYYY is 1.4251 anthe one-yeforwarrate is 200 basis points. How woulthe spot rate anthe forwarrate have been expresseif the currenhbeen YYYXXX? The spot rate anforwarrate are 1.4251 an1.4251 + 0.0200 = 1.4451. If the currenhbeen quotethe other waroun the spot anforwarwoul1/1.4251 = 0.7017 an1/1.4451 = 0.6920. The forwarquote woul-97 because the forwarrate is 97/10,000 less ththe spot rate. 这个200为啥是加不是乘以1.02

2023-02-21 15:47 1 · 回答

NO.PZ2020020601000053问题如下The spot rate for XXXYYY is 1.4251 anthe one-yeforwarrate is 200 basis points. How woulthe spot rate anthe forwarrate have been expresseif the currenhbeen YYYXXX? The spot rate anforwarrate are 1.4251 an1.4251 + 0.0200 = 1.4451. If the currenhbeen quotethe other waroun the spot anforwarwoul1/1.4251 = 0.7017 an1/1.4451 = 0.6920. The forwarquote woul-97 because the forwarrate is 97/10,000 less ththe spot rate. forwarrate=spot rate+basis point这个是公式吗？在哪里讲的啊

2022-03-26 11:44 1 · 回答

老师您好，97是怎么得来的？换个标价方式得到的spot减forwar是0.69吗？

2020-05-10 18:48 1 · 回答