CFA Level 1 遠期外匯的問題 - 金融分析師

※ 引述《sunrisefail (Let me go home)》之銘言：
: 這一段話看的不是很懂，
: 大意是不是說用90天的 LIBOR利率去結算60天期的遠期外匯，
^^^^^^^^
無關
: 以月為單位的話就是2x3 FRA
對
: 是否有人願意指正一下呢，謝謝。
: If we describe an FRA as a 60-days FRA on 90-day LIBOR,
: settlement or expiration is 60 days from now and
: the payment at settlement is based on 90-day LIBOR 60 days from now.
: Such an FRA could be quoted in ( 30-day ) months,
: and would be described as a 2-by-3 FRA, ( or 2x3 FRA )


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