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Modeling Forward Contracts

  • Robert Mamayev
Chapter

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 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Copyright information

© Robert Mamayev 2013

Authors and Affiliations

  • Robert Mamayev
    • 1
  1. 1.NYUS

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