Object/Trait

virtufin.finance.product

ForwardContract

Related Docs: trait ForwardContract | package product

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object ForwardContract

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  4. def ForwardContract[A <: Instrument](assetPosition: Position[A], payment: Cash, settlementType: SettlementType, settlementDate: Time, buyerPortfolio: PortfolioIdentifier, sellerPortfolio: PortfolioIdentifier): ForwardContract

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    Exchange at maturity date a asset position with a cash position, i.e.

    Exchange at maturity date a asset position with a cash position, i.e. buy an asset at maturity at a pre-determined price.

    A

    type of the asset

    assetPosition

    the asset position being bought/sold. A positive amount means buying, a negative selling.

    payment

    the amount being paid. The amount is negative for buying an asset, and positive for selling an asset.

    settlementType

    CashSettled or PhysicallySettled

    settlementDate

    date at which settlement occurs

    buyerPortfolio

    portfolio of the party, which buys the Asset and sells the Cash if the asset position is positive

    sellerPortfolio

    portfolio of the party, which sells the Asset and buys the Cash if the asset position is positive

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