treasury_management__hedge_pnl
Calculate the profit or loss of a forward foreign currency purchase versus spot buying at maturity.
Instructions
[treasury-management] P&L of a forward purchase of foreign currency vs buying at maturity spot.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| notional_foreign | Yes | ||
| spot_at_maturity | Yes | ||
| contracted_forward | Yes |