Forward Rate

Study on the method of counting forward rate by forward margin

按远期差价计算远期汇率方法研究

Spot rate and forward rate

即期汇率与远期汇率

What is the forward rate for the pound ?

英镑远期汇率的价格是多少？

So spot rate is for immediate delivery and forward rate is for delivery later .

所以即期汇率就是在即期交易时的汇率，而后者就是在期货交易时的汇率。

The forward rate may be higher or lower than , or on the same level as , the spot rate .

远期汇率可能会高于、低于或等于银行卖出外汇（卖出汇率）要比买入外汇（买入汇率）的价格要高。

Forward Rate / Risk Evasion and International Groupage Investment

远期汇率与风险规避和国际组合投资

Forward rate agreements currency futures

远期汇率（期货价格）协议

If the forward rate is on the same level as the spot rate , they are known as at par .

如果远期汇率等于即期汇率，叫做平价。

Forward rate fixed price and risk management , in the new exchange rate forms under the mechanism to become day by day the important question .

远期汇率的定价和风险管理在新的汇率形成机制下成为日趋重要的问题。

These financial derivatives are : Forward Rate Agreements , Interest Rate Futures , Interest Rate Swaps , and Interest Rate Options .

用于管理利率风险的金融衍生工具主要有：远期利率协议、利率期货、利率互换与利率期权。

The forward rate of a currency is at a " premium " or at a " discount " in terms of another .

一种货币在兑换另一种货币时，远期汇率有升水或贴水情况。

From the interest rate parity theory , we know that , the forward rate is the " wind vane " of the spot exchange rate .

根据利率平价理论可知，远期汇率是即期汇率的风向标。

To calculate the actual forward rate for a currency at a premium , the premium will be subtracted from the spot date .

为了计算实际的远期汇率溢价的货币，保费将当场日期减去。

With the development of the currency options market in treasury services provided by banks , the forward rate market is becoming anyhow redundant , isn 't it ?

随着银行对期权市场提供各种财政金融方面的服务，这一市场发展迅猛。，而外汇期货市场则显得越来越多余了，是不是这样？

This paper introduces a method that even if we don 't know " quotation method " and " premium " or " discount ", we also can count forward rate .

本文介绍一种方法，在不知道“标价方法”和“升水”或“贴水”的情况下，也可以计算远期汇率。

Second , the market model is directly based on observable market interest rates above , eliminating the process of transforming short-term interest rate or instantaneous forward rate to the market interest rate .

其次，市场模型是直接建立在可观测的市场利率之上的，省去了由瞬时短期利率或瞬时远期利率得到市场利率的过程。

If the forward rate is above the spot rate , the difference is called the premium , if the forward rate is below the spot rate , the difference is known as a discount .

如果远期汇率高于即期汇率，其差额叫做升水，如果远期汇率低于即期汇率，其差额叫做贴水。

The forward rate is obtained by adding the premium to , or subtracting the discount from the spot rate the direct quotation method , or vice verse under the indirect quotation method .

直接标价法下，远期汇率等于即期汇率加升水数或减贴水数。在间接标价法下，远期汇率等于即期汇率减升水数或加贴水数。

But cubic B-spline method structure the yield curve of treasury notes distribute to the node with to compare with sensitive , the node quantity causes a vibration easily , especially while construct the forward rate curve .

但是三次B-样条构造国债收益率曲线对节点分布和节点数量较敏感易引起震荡，特别是在构造远期收益率曲线时。

Based on econometrical method , this paper analyzes the relationship between NDF and misalignment of RMB . Analysis shows that NDF of RMB differs from the theoretical forward rate , and this reflects capital control and expectation ;

本文通过计量分析方法研究人民币NDF与人民币汇率失调的关系。研究发现，人民币NDF与理论远期汇率相偏离，反映了资本管制和市场预期；

It 's always relative to the two day forward dealing rate .

这总是与两天远期交易价有关。

The Innovation and Pricing Policy about Forward Exchange Rate Agreement

汇率连动远期协议的创新及定价

Abnormal fluctuation and the volatility term structure of the forward exchange rate

可上下浮动的外汇汇率。远期汇率的异常波动与波动期限结构

The results indicated that the near future reduction rate was 100 % and the forward fine rate was 95 % ;

结果表明：近期复位率为100%，远期优良率为95%；

The Empirical Evidence of the Linkage between the Spot and Forward Exchange Rate between RMB and US Dollar

人民币美元即期汇率与远期汇率联动关系研究

Research-based , with market demand , discusses how commercial banks price the forward exchange rate and how to do the risk control .

在研究基础上，结合市场需求，论述商业银行远期结售汇业务如何定价及在此基础上如何做好风险控制。

It means that whether the price of forward exchange rate is reasonable can affect the expectations and tendency of the spot exchange rate directly .

也就是说，远期汇率定价是否合理直接影响着即期汇率的预期和走势。

The chapter fits daily yield of forward exchange rate in linear time series model and describes the forward exchange rate volatility by calculating the Green function .

研究对象与第二章相同，本章运用线性时间序列模型对远期汇率合约日收益率时间序列进行统计建模，通过计算格林函数研究远期汇率动态特征。

The post-conference communiqu é recycled well-worn language , promising that China would steadily push forward exchange rate and interest rate reform .

会后发表的公报只是重复了套话，承诺中国将稳步推动汇率和利率改革。

The forward interest rate which implicit in the different period inter-bank lending rate , decomposes the target interest rate adjustment into expected part and unexpected part .

利用不同期限同业拆借利率中隐含的远期利率将目标利率分解为预期到部分和未预期部分。