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by Buracco
November 27th, 2012, 11:12 am
Forum: Technical Forum
Topic: Hedging a Flexi Forward
Replies: 3
Views: 44629

Hedging a Flexi Forward

<t>Hello everyone,I try to solve the same puzzle regarding flexible forwards. I have an instrument (say an FX-Forward) which can be exercised at any time before maturity (aka Callable Forward) . Therefore, it can be thought of as an american type forward agreement: trader is free to exercise at any ...