PropertyValue
http://www.w3.org/1999/02/22-rdf-syntax-ns#type
http://www.w3.org/ns/prov#value
  • So, if there are no dividends and other cost of carry besides rates r, the forward price at 0 for expiry T is indeed $K = S(0) e^{rT}$, and thus the value at time $t$ of a forward contract expiring at time $T$ that was entered at time 0 is
http://www.w3.org/ns/prov#wasQuotedFrom
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