Suggested Quote Range
Enter the deal.
Price one USD/INR deal against RBI daily history. Get a protected quote or selling price that holds your margin.
Quotation uses RBI daily history from Jan 2010.
Suggested Quote Range
Enter the deal.
Each start date is paired with the first RBI working day on or after start plus H days. No interpolation.
Loss is the INR cash flow hit, floored at zero. Favourable periods count as no loss.
The quote range uses the 90th, 95th and 99th percentiles of that sample. It is history, not a forecast.
Daily series: USD to INR exchange rate, from January 2010. Daily windows only — not a multi-decade stress test beyond that sample. Not financial or hedging advice.
INR cost rises when USD/INR rises.
INR proceeds fall when USD/INR falls. Favourable windows are zero.
No interpolation. Window dropped if the match is more than 5 days late.
Daily windows only. Monthly and yearly series are not added on.
Recommended quote and selling price are set so this still holds at the protected rate.