Applied Pricing Curve in the Market and Term Structures

Chapter

Abstract

An FX curve refers to implied interest rate term structure of a specified currency in FX trading, usually the currency other than USD in an FX pair, based upon currency’s FX forward rate/forward points in the market.

Copyright information

© Springer Nature Singapore Pte Ltd. 2018

Authors and Affiliations

  1. 1.BeijingChina

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