772019-04-17 22:25:28
老师请问算mtm的这题 是和valuation不一样吗 好像valuation的时候就说道FP'-FP来计算 是哪些情况下要考虑平仓
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Sophie2019-04-18 10:42:50
同学你好,mark to market 和 valuation 不同,以下是原版书对于 mtm的解释“the mark-to-market value of forward contracts reflects the
profit (or loss) that would be realized from closing out the position at c u rre n t market
prices. To close out a forward position, we must offset it with an equal and opposite
forward position using the spot exchange rate and forward points available in the
market when the offsetting position is created.”如果要offset,题目中会明确说明
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