2 points
Calculation of Swap points
Spot EUR/CHF 1.5735 – 1.5745
EUR Interest rates: 2.25 -2.50 %p. a
CHF Interest rates: 1.00 – 1.25 %p. a
Calculate 6 months forward quotation.
options are as follows -
EUR/CHF 1.5618 - 1.5967
EUR/CHF 1.5525 - 1.5767
EUR/CHF 1.5618 - 1.5667
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