Spread which calculates the difference between the spot price and the forward price. If the spot price and forward price are equal, it is called an at par forward spread. also called forward points or forward pips.
Related information about forward spread:
- Forward Spread Definition | Investopedia
The price difference between the spot price of a security and the forward price of the same security taken at a specified interval. The forward spread is usually ...
- What is forward spread? definition and meaning
Definition of forward spread: Spread which calculates the difference between the spot price and the forward price. If the spot price and forward price are equal, ...
- Forward Spread: Definition from Answers.com
Forward Spread Price difference between SPOT price and one-month FORWARD RATE. Say the spot rate is $1 = 1.6510 DM, and the one-month forward rate is ...
- What Is a Forward Spread?
A forward spread is the basis point difference between the spot and forward prices of a security. It is specifically the forward price trade discount. The spot price is ...
- Energy Spot Price Models and Spread Options Pricing
The time t price of the forward spread option is therefore. ΠF t,T := P(t, T) ... Proposition 3.5 The risk neutral value at time t of the forward spread option (58) is . ΠF ...
- 3.2. Forward Market
The forward price consists of two significant parts: the spot exchange rate and the forward spread. The spot rate is the main building block. The forward price is ...
- Forex Glossary - At Par Forward Spread
When the forward price is equivalent to the spot price.
- What is at par forward spread? Definition and meaning
at par forward spread - definition of at par forward spread from InvestorGuide.com : A spread in which the spot price and the forward price are equal. The spread ...