Pricing Forwards before Expiration (SS 16, Reading 58) different, its, comparing, reading

mkytz15

I was reading SS 16, Reading 58 (no worries I just got started and thought I would start from behind) and was comparing how the price the value of a Forward before expiration (example a 1X4 Forward , and its value for USD 10’000 notional amount has to be calculated, i.e. 25 days after initiation but before expiration).
In Schweser they use a different method then in the CFA Books and I am little confused which one should I learn.
While in Schweser they price a new Forward rate, in CFAI they use this Formula:
(1/ discount rate for number of days) - 1 + (forward rate from contract)/ (discount rate)
I know i dont’t precisely write which example I am talking about but - maybe somebody can help me or tell me the logic that is used in the CFA formula.
Thank you!