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What is relation of curve in forward pricing ???

  • Thread starter Thread starter tommie
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tommie

Joined
4/12/10
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Hi,

I am just a newbie who starting to study about derivatives. I looked in some forums and heard people talking about curve building when they are pricing forward or swap ??

Can someone please tell me how are they related ? For example I want to price EUR/USD 3 month forward, how can I use curve building to price it ? Please enlighten me because I don't have any experience !!!


Thank you very much.
 

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