FX Forward
This file replicates cross-currency forward pricing using covered interest parity (CIP)
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This file replicates cross-currency forward pricing using covered interest parity (CIP). It generates and plots CIP-implied forward exchange rates and calculates forward contract value.
There are five inputs - domestic interest rate curve, foreign interest rate curve, spot exchange rate, maturity date, and strike price.
Cite As
Vilen Abramov (2026). FX Forward (https://www.mathworks.com/matlabcentral/fileexchange/37818-fx-forward), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (224 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
