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HOW TO GET FX CROSS RATES – TRIANGULATION VS DIRECT FROM SOURCE

07 Aug HOW TO GET FX CROSS RATES – TRIANGULATION VS DIRECT FROM SOURCE

Posted at 14:30h in Blog by Kate Williams
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    What is a Cross Rate? Let’s assume USD is your main currency, and you get FX rates for USD with other currencies, e.g. USD>EUR, USD>CAD, USD>AUD Cross Rates are defined as FX rates which don’t include USD, e.g. EUR>CAD, AUD>EUR, CAD>AUD   How are Cross Rates obtained? If your rates...

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