Interest rates for FX options

black245 New Member Posts: 1	Interest rates for FX options Nov 3, 2014 19:56:36 GMT Quote Select Post Deselect Post Link to Post Member Give Gift Back to Top Post by black245 on Nov 3, 2014 19:56:36 GMT What are the interest rates that are used when calculating rho on currency options? Would you use the risk free rate on the base currency? i.e use libor for GBP/USD Many thanks to anyone that has ideas.