How to calculate the MTM value today of a 1-w forward contract sold 2 days ago?
For example, for a FX forward 1-week for EURUSD,
you entered that position on May 10, 2010,
what's the value of that position on May 11, 2010,
and May 12, 2010, etc.
and then today (May 14,2010) and intraday realtime tick?
I am trying to use Bloomberg Spot, Spot Next and 1-Week forward data points
to interpolate and get the value of 6-day, 5-day, 4-day, etc. contracts...
Any thoughts?
Thank you!
For example, for a FX forward 1-week for EURUSD,
you entered that position on May 10, 2010,
what's the value of that position on May 11, 2010,
and May 12, 2010, etc.
and then today (May 14,2010) and intraday realtime tick?
I am trying to use Bloomberg Spot, Spot Next and 1-Week forward data points
to interpolate and get the value of 6-day, 5-day, 4-day, etc. contracts...
Any thoughts?
Thank you!