Modeling Forward Contracts

Robert Mamayev

Chapter Chapter 4 in Data Modeling of Financial Derivatives, 2013, pp 59-83 from Springer

Abstract: Abstract This chapter examines the specifics, mechanics, and terminology of a vastly popular contract type in the over-the-counter (OTC) market: the forward contract (or simply forward). The opening section defines a forward contract and describes its associated business rules.

Keywords: Variable Assignment; Contract Type; Business Rule; Contract Activity; Short Position (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4302-6590-0_4

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DOI: 10.1007/978-1-4302-6590-0_4

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