Posts tagged with fx

FX Forwards and Swaps image

FX Forwards and Swaps

Forwards are FX contracts to fix the exchange rate in the future. As the contract involve the future, interest rates are involved. Furthermore we have to deal with two relative interest rates (interet rates differential) for the two currencies.

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FX Spot image

FX Spot

In this post, we will cover FX spot trade which is settled on the value date that is two business days from the trade date \((T + 2)\).

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Passionate software developer with a background in CS, Math, and Statistics. Love challenges and solving hard quantitative problems with interest in the area of finance and ML.