No.PZ2020020601000053 (问答题)来源: 原版书
The spot rate for XXXYYY is 1.4251 and the one-year forward rate is 200 basis points. How would the spot rate and the forward rate have been expressed if the currency had been YYYXXX?
之前的都能做出来,但是答案的最后一句话没有看懂
Archie · 2022年03月09日
No.PZ2020020601000053 (问答题)来源: 原版书
The spot rate for XXXYYY is 1.4251 and the one-year forward rate is 200 basis points. How would the spot rate and the forward rate have been expressed if the currency had been YYYXXX?
之前的都能做出来,但是答案的最后一句话没有看懂
好像是bsp来着,好像搞明白了@-@