In this paper, we present a generalized network model for arbitrage in foreign exchange market. We also formulate the generalized network programming for solving the problem of maximum arbitrage profit and propose an algorithm based on dynamic programming for finding all of the arbitrage chances. 本文对外汇交易的套利决策问题建立了一个广义网络模型,提出了解决最大套利收益问题的广义网络流规划和寻找所有套利机会的动态规划方法。