Swaps and Liquidity providers - page 3

[Alain Verleyen]

Lorentzos Roussos #:

The deposit rate is yearly ? owww 

i was looking at these 

The 3.48$ was the result of the calculation algorithm . Calculation is not the issue , as Euribor said i was interested in the mechanism . 

I have no idea what you mean by "deposit rate". We are talking about interest rates.

What are the specification for the considered symbol ? Swap in points ? Please provide the actual values for an easier understanding.

EDIT: Calculation seems to be an issue in your code, for swap in points, it is missing the volume in the formula.

[Lorentzos Roussos]

Alain Verleyen #:

I have no idea what you mean by "deposit rate". We are talking about interest rates.

What are the specification for the considered symbol ? Swap in points ? Please provide the actual values for an easier understanding.

EDIT: Calculation seems to be an issue in your code, for swap in points, it is missing the volume in the formula.

The formula uses one lot , its correct . I've ommited the interest modes thought because i was bored.

The account is in usd 

---assumptions :----

For a sell

If this is applied 365 days then 3.48$ * 365 = 1270.2$ .

The 2%  109400$ is => 2188

1270$ is 58% of 2188 , so 58% of the positive swap trickles down to the trader (?)

For a buy

365 * -9.82 = -3584.3$

-3584$ is 163% of 2188

And i'll need to adjust the 365 (days) value probably  

The "sum" of the swaps must be 2188 x 2 = > 4376$

And per day its 9.82+3.48=13.3$

So 4376$/13.3$ ~= 329 days

Made a lot of leaps there i think