Modeling Forward Contracts

  • Robert Mamayev


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.


Variable Assignment Contract Type Business Rule Contract Activity Short Position 
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Copyright information

© Robert Mamayev 2013

Authors and Affiliations

  • Robert Mamayev
    • 1
  1. 1.NYUS

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