Interest rate reference

CFA

I know interest rate reference is an example, but which is the interest rate here we are referring to? Is this Repo rates? [Video Time Stamp: 03:54] Video Details ------------- CFA Level 1 Derivatives #18. Pricing of Currency Forwards / Futures

Ganesh V

CFA L1

★ 0

13-Nov-25 01:33

146

Answers (1)

Best Answer

Yes typically we are looking at REPO rate I’m Indian context and FED FUNDS rate is US context

Sriram Somayajula

Admin

13-Nov-25 07:40