FX Forward¶
Format¶
<CROSS CURRENCY> <EXPIRATION DATE> <FORWARD RATE>
Examples¶
| Symbol |
|---|
MXNUSD 20161210 0.045 |
EURAUD 20170317 0.8 |
Fields¶
| Parameter | Description |
|---|---|
<CROSS CURRENCY> |
ISO code for the cross currency pair. Any combination from the coverage currencies is supported |
<EXPIRATION DATE> |
String in YYYYMMDD format indicating the expiration date for the contract |
<FORWARD RATE> |
Double indicating the contracted exchange rate |
The quantity for FX Forwards is always in respect to the first currency in the pair. For example, MXNUSD 20161210 0.045 with a quantity of -40e6 means that 40 million Mexican pesos are to be exchanged for 1.8 million US dollars on the specified date.