Well, long dated options that involve the traditional funding currencies (e.g. JPY and CHF) is where this generally holds. And no, a trade that Colm was describing doesn't involved buying spot and...
Type: प्रविष्टियाँ; User: cafxcelcu
Well, long dated options that involve the traditional funding currencies (e.g. JPY and CHF) is where this generally holds. And no, a trade that Colm was describing doesn't involved buying spot and...
Yes, carry can help offset the cost of the option (it's not actual physical carry, in this case, but rather the term structure of the forwards that is implied by the positive carry). It's relatively...