Deep Dive: CFA® Level I Prep 2026
Deep Dive: CFA® Level I Prep 2026
Deep Dive Prep
DERIV - Pricing and Valuation of Forward Contracts and for an Underlying with Varying Maturities
13 minutes Posted Jul 4, 2025 at 9:38 am.
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Price and mark-to-market forwards between trade date and expiry—first fornon-income assets, then for instruments with cash flows. Extend the logic tounderlyings that have their own term structures (rates, FX), and master forwardrate agreements (FRAs) as a special case.