So7.s1 - Ejercicios de Aplicacion - Forward
So7.s1 - Ejercicios de Aplicacion - Forward
So7.s1 - Ejercicios de Aplicacion - Forward
Monto = 15000000 $
TCSpot = 3.60
(1+𝑖𝑝𝑠)𝑛/360 (1+0.021)90/360
TCFw = TC Spot ((1+𝑖𝑎$)𝑛/360) = 3.60 ( = 3.579
(1+0.0456)90/360
(1+𝑖𝑝𝑠)𝑛/360 (1+0.019)75/360
TC Fw = TC Spot ((1+𝑖𝑎$)𝑛/360) = 3.62 ((1+0.0556)75/360) = 3.5935
(1+𝑖𝑎𝑠)𝑛/360
TC Fw = TC Spot ((1+𝑖𝑝$)𝑛/360) =
(1+0.119)60/360 1.0189
TC Fw = 3.59 ((1+0.0056)60/360) = 3.59(1.0009) = 3.59*1.018 = 3.6546