Recent content by philfer

Hi, Im trying to calculate what a reasonable forward premium would be given the forward curves for the currencies in question

Hello, Im new to this. I am trying to analyse a contract based on the EURGBP spot rate. The contract is based on the average EURGBP spot rate for every day in January (which is used againt GBP 50M to get the EUR equivalent, but then it is forward settled to settle at the end of March. I am...