Whats the formula for Currency Forward Rate (Continuous Compounding)

[harshvardhan]

In terms of Base/Price currency. its not shown in Arif Videos so want to know.
Not the one mentioned in Schweser/curriculum.
TIA

 

[S2000magician]

Assuming all quotes are in PC/BC:
F = S(e^(rPC × t) / e^(rBC × t))
= S(e^((rPC − rBC) × t)
For what it’s worth, I’ve never seen this in the curriculum.

 

[harshvardhan]

Thnk You

 

[S2000magician]

You’re welcome.