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.
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Zhang, X. (2018). Applied Pricing Curve in the Market and Term Structures. In: Capital Markets Trading and Investment Strategies in China. Springer, Singapore. https://doi.org/10.1007/978-981-10-8497-3_3
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DOI: https://doi.org/10.1007/978-981-10-8497-3_3
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