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10-31-06, 06:06 PM
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 FXDD SWAP discrepancy I have never paid attention until recently, but when calculating the swap for my fxdd trades i noticed that the positive interest trades are right on the money and the negative swaps are inflated! What gives? I am basing this on the SWAP values returned to the platform via MarketInfo("CURRENCY",MODE_SWAPLONG or SHORT). Has anyone else experienced this or can anyone offer me an explanation for the swap not adding up? |
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10-31-06, 07:50 PM
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| Re: FXDD SWAP discrepancy Apparently fxdd demo accounts don't nessesarily calculate the swap as per the published rates. Something to consider when calculating p&l           |
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01-08-08, 07:12 PM
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| Re: FXDD SWAP discrepancy The rollover rate is calculated based on daily market overnight interest rates (like for example a Reuters Contribution feed) plus/minus the mark-up/down applicable to the client relationship. The final rate is used to adjust the original traded rate. Overall unless you are trading major amounts of money this is not critical. So far I have been very happy with my FXDD results. |
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