金融信息系统--比较完备的知识点 中英

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1、ForeignExchange:Foreignexchange(FX)istheexchangeofonecountry’scurrencyforanothercountry’scurrencyRanking1.QuotePair(Base/Counter):USD/HKD2.Rate(Bid/Ask):7.7753/7.77803.Spreadpoint:27basispoint(AskPrice7.7780–BidPrice7.7753)差价4.Quoteconvention:53/80(thelasttwodig

2、itsofdecimalpoint)rate约定5.Directquote:Bankbuy1USDollarandsell7.7753HKDollartocustomer6.Indirectquote:Bankbuy1AustraliaDollarandsellUSDollartocustomerTodeterminewhichisBaseandwhichisCounterinaQuotePair,thereisacurrencyranking.Basedonthiscurrencyranking,thecurrenc

3、ywhichishigherthananotheroneintherankingistheBase,andanothercurrencyistheCounter.(排名高的是base低的是counter)LimitOrder:Anorderplacedwithconditionstobuy/sellcurrencies,suchaspricerangeanddurationofordervalidity包括限价买单(BuyLimitOrder)以及限价卖单(SellLimitOrder)二种形式（价格范围、订单有效期持

4、续）MarketOrder:AnorderwithoutconditionsandmarkedtothemarketpriceBenchmarkOrder:Orderisexecutedwithstandardpricepublishedbybenchmarkingcompany,e.g.WMCompany基准订单SpotExchange:Theexchangeoftwocurrenciesforimmediatedelivery,normallywithT+2.Crossratecalculation:BidAskU

5、SD/NZD1.56501.5642USD/JPY123.23123.78NZD/JPY=123.23/1.5642=78.78(Bid)NZD/JPY=123.78/1.5650=79.10(Ask)NZD/JPY78.78/79.10ForwardExchange:Currencyforwardcontracts,alsoknownas"outrightforward”,isthecontractthatholdersareobligatedtobuyorsellthecurrencyataspecifiedpri

6、ce,ataspecifiedquantity,andonaspecifiedfuturedate,alsoknownas"outrightforward”NDF:Non-DeliverableForwards:AnNDFisashort-termcommittedforward‘cashsettlement’currencyderivativeinstrument. Itisessentiallyanoutright(forward)FXcontractwherebyonthecontractedsettlement

7、date,profitorlossisadjustedbetweenthetwocounterpartiesbasingonthedifferencebetweenthecontractedNDFrateandtheprevailingspotFXratesonanagreednotionalamount.无本金交割远期DifferencebetweenNDFandForward:•All NDFshaveafixingdateandasettlementdate. Thefixingdateisthedateatwh

8、ichthedifferencebetweentheprevailingmarketexchangerateandtheagreeduponexchangerateiscalculated.Thesettlementdateisthedatebywhichthepaymentofthedifferenceisduetothepar