Currency Forwards: Valuation

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quiteawesome

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Does anyone know if there is a difference with regards to the treatment of valuing currency forwards in the Econs section vs the Derivatives section?
 
Thanks I was orginally curious as for the currency forward
  • premium when forward > spot
  • discount when forward < spot
This led me to think that the valuation formula is (forward - spot), unlike for derivatives which is (spot - forward).
Can someone just verify the case that the above relates to premium and discounts which is different from valuation?
 
Econ uses nominal rates; derivatives uses effective rates.
Eson also includes the contract size in the formula; derivatives does not.
 
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