| 货币互换能否进行的判断标准及Matlab实现 |
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| 引用本文： | 王佳佳,赵茂.货币互换能否进行的判断标准及Matlab实现[J].宜春学院学报,2008,30(6). |
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| 作者姓名： | 王佳佳 赵茂 |
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| 作者单位： | 云南师范大学数学学院,云南,昆明,650092 |
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| 摘 要： | 两个公司为了降低各自的融资成本,可以进行货币互换交易,但货币互换是否可行,却没有文献讨论。首先,本文对两个公司需要等值货币与两个公司需要不同等价值货币时,货币互换能否进行给出了一个判断的标准,并提供实现这个判断的matlab程序。其次给出了货币互换定价的几种方法。
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| 关 键 词： | 货币互换 利率 程序 名义本金 |
Criterion of Judging Whether Currency Swap Can do or not and its Matlab Realization |
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| WANG Jia-jia,ZHAO Mao.Criterion of Judging Whether Currency Swap Can do or not and its Matlab Realization[J].Journal of Yichun University,2008,30(6). |
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| Authors: | WANG Jia-jia ZHAO Mao |
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| Institution: | WANG Jia-jia,ZHAO Mao(The school of mathmatics science,Yunnan Normal University,Kunming 650092,China) |
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| Abstract: | In order to reduce financing costs,the two companies can carry out currency swap transactions,but there is no discussion of paper about the feasibility of currency swap.First,we give a criterion to judge whether currency swap can do or not when the two corporations need same value currency and when they need not.Then we provide a matlab program to realize it.Secondly,we give three methods to fix rate in currency swap. |
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| Keywords: | Currency Swap interest rate program nominal corpus |
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