Whats the formula for Currency Forward Rate (Continuous Compounding)

CFA Level II Derivatives
#1

In terms of Base/Price currency. its not shown in Arif Videos so want to know.

Not the one mentioned in Schweser/curriculum.

TIA smiley

#2

Assuming all quotes are in PC/BC:

F = S(e^(rPC × t) / e^(rBC × t))

= S(e^((rPC − rBC) × t)

For what it’s worth, I’ve never seen this in the curriculum.

#3

Thnk You

#4

You’re welcome.