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updated 2 years ago

FX Forward by Vilen Abramov

Vilen Abramov

This file replicates cross-currency forward pricing using covered interest parity (CIP) (forex, forward, exchange rate)


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updated almost 6 years ago

Foreign Exchange Options by Rodolphe Sitter

Rodolphe Sitter

Valuation of European and American options on foreign exchange using Garman-Kohlhagen model (finance, foreign exchange, fx)

fxoptions( S0, X, rd, rf, T, vol, style)

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