Just an update on this as Fwd FX curve can be used for valuation of FX deal – depends on the Pricing Model being used :
FX-DIS -> separately discount each leg and convert at spot to ccy2
FX-MG-DIS -> convert cc1-cc2 using forward curve and discount on ccy2 libo
We have unrivalled expertise in successful C/ETRM and TMS implementations, and digital transformation projects, as well as defining market solutions that have become system industry standards. We have a proven track record of successful deliveries at greenfield projects and at existing clients.
Copyright 2022 KWA Analytics