Valuing Currency Forward Contracts prior to maturity somebody, long, contract, discounted, understand

hw0799

Can somebody explain to me why the value of a currency forward contract to the long is as follows: Vt = St/(1 + R fc)^T-t - Ft/(1 + R dc)^T-t ? I understand this comes from the interest rate parity formula Ft = St * (1 + R dc)^T / (1 + R fc)^T. But can somebody explain to me conceptually why the Spot rate have to be discounted at the foreign rate and the Forward rate (the rate locked in the contract) has to be discounted at the domestic rate?

Many thanks!