I could not find any reference on market standard approaches to value FX Forward with margining options. Is computing the present value of FX Forward with spot, swap margin is so trivial?

My understanding:

spot margin. I guess, if I buy some currency from the bank, then the spot margin is a % of notional I will immediately deposit to the bank, right? It should be then somehow taken into account,i.e. to grow with some market rate and payed back to me in case of successful operation with the bank. But I am not sure, if that is the case and what are technicalities I should think of( Hopefully, I will have better understanding than I currently have)

swap margin. Is it the same thing as spot margin, but just scaled?

Books on FX, like Foreign Exchange Option Pricing by Iain J. Clark did not cover that, asfaik.



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