Interest Rate Parity Theories (CIP, UIP)
Inputs
i (Home):
%
i (Foreign):
%
e (Spot):
decimal
Covered Interest Rate Parity (CIP)
Outputs
e (Forward):
decimal
Swap rate s:
decimal
Expectations
Appreciation of:
text
Depreciation of:
text
Uncovered Interest Rate Parity (UIP)
Outputs
e (exp.):
decimal
e (expected rate of change):
decimal
Expectations
Appreciation of:
text
Depreciation of:
text