解析 spot rate:即时外汇 forward rate :远期外汇 下面我来重点说一下远期外汇的含义: 远期外汇交易是指在约定的日期,按照已经确定的汇率,用美元买卖一定数量的另一种货币.远期外汇买卖与合约现货买卖有...结果一 题目 spot rate 与forward rate 的关系 答案 spot rate:即时外汇 forward rate :远期外汇 下面我来重点说一
The spot USD/CAD exchange rate was 1.3845, and the six-month forward rate was 1.38475. This suggests that the CAD (base currency) was trading at a premium. The six-month forward points were quoted as 2.5, and this can be calculated as follows: 1.38475−1.3845=0.000251.38475−1.3845...
即期收益率（Spot Rate) 也称零息利率，是零息债券到期收益率的简称。在债券定价公式中，即期收益率就是用来进行现金流贴现的贴现率。远期利率（Forward rate) 则是指隐含在给定的即期利率之中，从未来的某一时点到另一时点的利率。
Spot Rate指的是即期利率，它代表的是某一时刻的实际利率水平。Forward Rate，即远期利率，表示在未来某一特定时间段内的预期利率水平。两者之间存在密切关系。详细解释如下：首先，两者都反映了市场对未来利率的预期。Spot Rate反映了当前市场对利率的即时观察或评估，而Forward Rate则是对未来利率的预测或...
Spot Rate vs. Forward Rate: An Overview A spot rate is the current market price at which a stock, bond, commodity, or currency can be purchased or sold. A forward rate or forward price is a price set in advance between a buyer and a seller for execution on a future date. ...
spot就是把一串forward连起来的平均的年化利率(比如0-1年,0-2年,0-3年。) 而YTM是考虑了各个年的现金流的把spot再平均一下的年化利率(sopt把第1年末、第二年末、第三年末的现金流分别按照对应的三个期限的spot来折现,而YTM把这三笔现金流按照一个“平均”的YTM来折现。) 其他的swap rate和par rate需要...
那forward rate要画在图形里,在spot rate上方,这时候的forward rate的期限是? 11:45 (1.5X) 添加评论 0 0 1 个答案 吴昊_品职助教 · 2025年03月10日 嗨,从没放弃的小努力你好: 借助何老师基础班的墨迹讲义,由于已经推导出f(1,2)>S3,红色曲线就在黑色曲线的上方,即Forward curve在spot curve上方...
(1 + spot rate at year n) = (1 + forward rate at year 1) * (1 + forward rate at year 2) * ... * (1 + forward rate at year n)In this equation, the spot rate acts as a building block for determining the forward rates, reflecting the present value of future ...
先辨别一个概念：抵补套利(covered interest arbitrage)，是指把资金调往高利率货币国家或地区的同时，在外汇市场上卖出远期高利率货币，即在进行套利的同时做掉期交易，以避免汇率风险。实际上这就是套期保值，一般的套利保值交易多为抵补套利。套利活动的前提条件是：套利成本或高利率货币的贴水率必须低于两...
Cost of capital: spot rate or forward rate?In this study, we intend to reveal some problems wH. QiY. A. XieApplied Economics