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fyyying/calculate_forward_rate_group.csv

Last active May 23, 2020 13:49
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calculate_forward_rate_group.csv
Maturity Spot_Rate Currency Spot_Rate_Shift Forward_Rate
1 0.01 USD 0.0 0.01
2 0.012 USD 0.01 0.014
3 0.014 USD 0.012 0.018
4 0.016 USD 0.014 0.022
5 0.018 USD 0.016 0.026
6 0.02 USD 0.018 0.03
7 0.022 USD 0.02 0.034
8 0.024 USD 0.022 0.038
9 0.026 USD 0.024 0.042
10 0.028 USD 0.026 0.046
1 0.02 AUD 0.0 0.02
2 0.022 AUD 0.02 0.024
3 0.024 AUD 0.022 0.028
4 0.026 AUD 0.024 0.032
5 0.028 AUD 0.026 0.036
6 0.03 AUD 0.028 0.04
7 0.032 AUD 0.03 0.044
8 0.034 AUD 0.032 0.048
9 0.036 AUD 0.034 0.052
10 0.038 AUD 0.036 0.056
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