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