1) Spot EUR / CHF 1.5836 – 1.5848
EUR interest rate 2.25 – 2.50% p.a.
CHF interest rate 0.25% p.a.
Calculate 6 month forward quotation and swap points…..
2) Spot USD / INR 46.8350 – 00
USD interest rate 2.35 – 2.60% p.a.
INR interest rate : 4.00 – 4.25% p.a.
Calculate 3 months forward quotation and swap points.
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