Correct way to price fx forward

Posted by Boris Chow on Aug 18, 2015; 1:42pm
URL: http://quantlib.414.s1.nabble.com/Correct-way-to-price-fx-forward-tp16801.html

Hi all,

I would like to ask if there is any standard way to price fx forward.

In my old company, I see they use the yield curve to discount the forward curr1 and curr2 , and use current spot rate of report currency against them to do the final NPV.

But I also hear that some others use current spot rate + forward point of curr1/curr2 to calculate the difference between new curr2 and original curr2.  

What is the more popular way?

Thanks a lot,
Boris
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