Calculates the forward price using continuous rates.
Syntax
Foward_FX_C(SpotPrice,DomesticRate,ForeignRate,Days)
SpotPrice is the cash market price.
DomesticRate is the domestic interest rate.
ForeignRate is the foreign interest rate.
Days is the tenor of the contract expressed in calendar days.
Remarks
If the function returns the name of a variable with a question mark it means
the variable in question is not in the appropriate range. The range are as
follows: SpotPrice > 0, DomesticRate >= 0, ForeignRate >= 0, and Days > 0.
Examples
Related Functions
Function Description
Forward_FX_C
Futures_Price Calculates the futures price.