138****1532
2021-09-05 16:33如何確定這種題目應(yīng)該用哪國的libor來折線
所屬:CFA Level III > Derivatives and Currency Management 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個(gè)回答
Chris Lan助教
2021-09-06 11:40
該回答已被題主采納
同學(xué)你好
你想問的是這個(gè)問題吧
Using Exhibit 1, if the Spanish shares had been sold after three months, the cash outflow (in US dollars) required to close out the forward contract would have been closest to:
這個(gè)題干說的很清楚,他要算的是USD的現(xiàn)金流,所以你要把現(xiàn)金流轉(zhuǎn)換成USD,再用USD的折現(xiàn)率進(jìn)行折現(xiàn),所以你要用USD LIBOR。
