Forward Contract Calculator
Calculate forward contract prices, settlement value, and profit/loss. Estimate forward rates for commodities, currencies, and financial instruments.
Step 1: Contract Details
Forward Pricing Formula
Forward Price = Spot Price × e^(r × t) where r is the risk-free rate and t is time in years. Storage costs and convenience yields may affect commodity forwards.
Step 2: Financial Parameters
Forward Value Calculation
Value of long forward = (Forward Price – Delivery Price) × e^(-r × t). For commodities: Forward Price = Spot Price × e^((r + u – y) × t) where u=storage cost, y=convenience yield.
Forward Contract Analysis
Contract Settlement Value
Detailed Valuation Analysis
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Cost Components Breakdown
Forward Pricing Formula
F = S × e^((r + u – y – q) × t)
Where: F=Forward Price, S=Spot Price, r=Risk-free rate, u=Storage cost, y=Convenience yield, q=Dividend yield, t=Time in years. For financial forwards without storage, use F = S × e^((r – q) × t).
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