Mind Wings • FX Hedge Simulator

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Inputs

Notional (foreign currency, e.g., USD)

Spot (KRW per USD)

Domestic rate r_d (% p.a., KRW)

Foreign rate r_f (% p.a., USD)

Tenor (days)

Day count

Forward mode

Manual forward points (pips on KRW/USD quote)

Rollover tenor (days) — optional

Bid/Ask spread (pips per roll)

Transaction fee per trade (KRW)

Scenario spot at maturity S_T (KRW per USD)

Forward (CIP) uses F = S × (1 + r_d×T) / (1 + r_f×T). Assumes quote is KRW per USD (DOM/FX). Change rates/spot for your scenario.

At-a-glance

Tenor (years)

–

Forward rate

–

Carry (≈ r_d-r_f)

–

Hedged cash (KRW)

–

Unhedged @ S_T (KRW)

–

Hedge P&L vs unhedged

–

Rollover vs Single-Forward

Compare rolling every days until maturity

Leg	Days	Fwd	Cost (KRW)
Total roll costs			–

P&L across spot scenarios

Each rollover leg uses the same forward logic for its mini-tenor. Spread pips are applied per roll as slippage; fee is added per roll.

Scenario Table

S_T (KRW/USD)	Unhedged (KRW)	Hedged (KRW)	Δ vs Unhedged

S_T grid is ±10% around spot in 11 steps (custom S_T used for the KPIs above).