138****15322021-09-05 16:33:42
如何确定这种题目应该用哪国的libor来折线
回答(1)
Chris Lan2021-09-06 11:40:26
同学你好
你想问的是这个问题吧
Using Exhibit 1, if the Spanish shares had been sold after three months, the cash outflow (in US dollars) required to close out the forward contract would have been closest to:
这个题干说的很清楚,他要算的是USD的现金流,所以你要把现金流转换成USD,再用USD的折现率进行折现,所以你要用USD LIBOR。
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