Custom term FX forward rate calculation by IPA
Does RDP IPA API provide capabilities to calculate custom term FX forward rate such as USD/JPY forward rate for delivery after 115 days?
If it's the case, can you please let me know any documentation which indicates what parameters we need to set in an API request to retrieve the calculated forward rates?
Best Answer
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You can refer to the IPA Financial Contracts: FX Cross Contracts document for available parameters.
This document describes the available properties to create a request in order to price a FX Cross contract. The "FX Cross" category regroups the following instruments: FX Spot, FX Forward, FX Swap, Non-Deliverable Forward, and FxTimeOptionForward.
The sample request is available on the API docs.
If you are still unable to find the request message that can be used to get the required data, please contact the IPA support team directly via MyRefinitiv by selecting the 'Instrument Pricing Analytics - Refinitiv Data Platform' for the product choice.
Please also mention in the ticket that you have already asked on the Forum - in case you are mistakenly referred back to the forum.
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