CoInterestRateParity: Calculate Forward FX
In ivanliu1989/RQuantTrader: A collection of functions for pair trading
Description
Usage
Arguments
Value
Description
Calculate forward FX by using Covered Interest Rate Parity formula
Usage
1
CoInterestRateParity(If, Id, SFX)
Arguments
If
foreign Interest Rates
Id
domestic Interest Rates
SFX
Spot FX prices
Value
A list of forward FX and their growth rates
ivanliu1989/RQuantTrader documentation built on Sept. 13, 2019, 11:54 a.m.
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Description Usage Arguments Value
Description
Calculate forward FX by using Covered Interest Rate Parity formula
Usage
1 | CoInterestRateParity(If, Id, SFX)
|
Arguments
If |
foreign Interest Rates |
Id |
domestic Interest Rates |
SFX |
Spot FX prices |
Value
A list of forward FX and their growth rates
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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