Exploring the future of financial data architecture: AI-native financial data foundation, large-scale financial data processing, and enterprise data quality & governance.
Tag: Forward
Mark-to-Market (MTM) is the process of valuing an asset, liability, or financial instrument, such as a forex forward contract, at its current market price rather than its book value or historical cost. The calculated MTM value represents the profit or loss that would be realised if the contract were settled at the current market exchange … Continue reading Mark-to-Market of Forex Forward Contract
This blog post focuses on pricing and valuing forward contracts for underlying assets with or without carry costs and benefits, as well as pricing stock index forward contracts. In this blog series, I will aim to code the formulas and model algorithms covered in the CFA Level 2 program using Python and DolphinDB. Each topic … Continue reading Forward Contract Pricing & Valuation
Data Ninjago (Financial Data Architecture) 
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