Forward

Last updated 9 November 2026

Function reference › FX Derivatives › Forwards

37 GIAnalyzer functions for Excel. Optional arguments are shown in [brackets].

GIA_FXD_Forward_CrossConversion

Returns the conversion factor for the BaseCCY/CounterCCY pair given USD quotes for both.

GIA_FXD_Forward_CrossConversion(BaseCCY, CounterCCY, Spot1, Spot2)

Returns: Conversion factor for the BaseCCY/CounterCCY pair given USD quotes for both

Argument	Use	Description
`BaseCCY`	Required	The base currency.
`CounterCCY`	Required	The counter currency.
`Spot1`	Required	The first quote, in CCY=X form.
`Spot2`	Required	The second quote, in CCY=X form.

GIA_FXD_Forward_CrossConversionFromArray

Returns the conversion factor for the BaseCCY/CounterCCY pair given arrays of currency names and their spots versus USD.

GIA_FXD_Forward_CrossConversionFromArray(BaseCCY, CounterCCY, CCYNames, CCYSpots)

Returns: Conversion factor for the BaseCCY/CounterCCY pair given arrays of currency names and their spots versus USD

Argument	Use	Description
`BaseCCY`	Required	The base currency.
`CounterCCY`	Required	The counter currency.
`CCYNames`	Required	The array of currency codes.
`CCYSpots`	Required	The array of currency USD spots.

GIA_FXD_Forward_CrossPoints

Returns the forward points between two currencies, given the interest rate curve of the USD curve and forward (swap) points curves of each of the currencies against USD.

GIA_FXD_Forward_CrossPoints(DDate, Sbase, Scounter, S, CurveDatesUSD, CurveRatesUSD, CurveDatesPbase, CurveRatesPbase, CurveDatesPcounter, CurveRatesPcounter, VDate, SDate, CCYbase, CCYcounter, DecimalsBase, DecimalsCounter, Decimals, CompUSD, DaysUSD, Interp)

Returns: Forward points between two currencies

Argument	Use	Description
`DDate`	Required	The delivery date.
`Sbase`	Required	The FX spot rate of USD/Base pair (or Base/USD if the base currency is one of the following: EUR, GBP, AUD, NZD).
`Scounter`	Required	The FX spot rate of USD/Counter pair (or Counter/USD if the base currency is one of the following: EUR, GBP, AUD, NZD).
`S`	Required	The FX spot rate.
`CurveDatesUSD`	Required	The array of dates in the USD interest rate curve.
`CurveRatesUSD`	Required	The array of interest rates in the USD interest rate curve.
`CurveDatesPbase`	Required	The array of dates in the base currency against USD forward points curve.
`CurveRatesPbase`	Required	The array of rates in the base currency against USD forward points curve.
`CurveDatesPcounter`	Required	The array of dates in the counter currency against USD forward points curve.
`CurveRatesPcounter`	Required	The array of rates in the counter currency against USD forward points curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`CCYbase`	Required	The three-letter code of the base currency
`CCYcounter`	Required	The three-letter code of the counter currency
`DecimalsBase`	Required	The number of digits after the decimal place in base against USD spot rate (usually 4).
`DecimalsCounter`	Required	The number of digits after the decimal place in counter against USD spot rate (usually 4).
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`CompUSD`	Required	The compounding basis of USD interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous).
`DaysUSD`	Required	The time basis of the USD interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, Exponential, CubicSpline)

GIA_FXD_Forward_ImpliedBaseInterestRateInForward

Returns the interest rate of the base currency implied in the FX forward price.

GIA_FXD_Forward_ImpliedBaseInterestRateInForward(DDate, ForwardPrice, S, InterestRateC, VDate, SDate, CompInput, CompOutput, DaysB, DaysC)

Returns: Interest rate of the base currency implied in the FX forward price

Argument	Use	Description
`DDate`	Required	The delivery date.
`ForwardPrice`	Required	The price of the FX forward.
`S`	Required	The FX spot rate.
`InterestRateC`	Required	The interest rate of the counter currency.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`CompInput`	Required	The compounding basis of the input interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`CompOutput`	Required	The compounding basis of the output interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)

GIA_FXD_Forward_ImpliedBaseInterestRateInForwardCurve

Returns the interest rate of the base currency implied in the FX forward curve.

GIA_FXD_Forward_ImpliedBaseInterestRateInForwardCurve(DDate, S, CurveDatesF, CurveRatesF, CurveDatesC, CurveRatesC, VDate, SDate, CompInput, CompOutput, DaysB, DaysC, Interp)

Returns: Interest rate of the base currency implied in the FX forward curve

Argument	Use	Description
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`CurveDatesF`	Required	The array of dates in the FX forward curve.
`CurveRatesF`	Required	The array of rates in the FX forward curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`CompInput`	Required	The compounding basis of the input interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`CompOutput`	Required	The compounding basis of the output interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, Exponential, CubicSpline)

GIA_FXD_Forward_ImpliedBaseInterestRateInPoints

Returns the interest rate of the base currency implied in the forward points.

GIA_FXD_Forward_ImpliedBaseInterestRateInPoints(DDate, Points, S, InterestRateC, VDate, SDate, Decimals, CompInput, CompOutput, DaysB, DaysC)

Returns: Interest rate of the base currency implied in the forward points

Argument	Use	Description
`DDate`	Required	The delivery date.
`Points`	Required	The forward points.
`S`	Required	The FX spot rate.
`InterestRateC`	Required	The interest rate of the counter currency.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`CompInput`	Required	The compounding basis of the input interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`CompOutput`	Required	The compounding basis of the output interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)

GIA_FXD_Forward_ImpliedBaseInterestRateInPointsCurve

Returns the interest rate of the base currency implied in the forward points curve.

GIA_FXD_Forward_ImpliedBaseInterestRateInPointsCurve(DDate, S, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, Decimals, CompInput, CompOutput, DaysB, DaysC, Interp)

Returns: Interest rate of the base currency implied in the forward points curve

Argument	Use	Description
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of points in the forward points curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`CompInput`	Required	The compounding basis of the input interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`CompOutput`	Required	The compounding basis of the output interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, Exponential, CubicSpline)

GIA_FXD_Forward_ImpliedCounterInterestRateInForward

Returns the interest rate of the counter currency implied in the FX forward price.

GIA_FXD_Forward_ImpliedCounterInterestRateInForward(DDate, ForwardPrice, S, InterestRateB, VDate, SDate, CompInput, CompOutput, DaysB, DaysC)

Returns: Interest rate of the counter currency implied in the FX forward price

Argument	Use	Description
`DDate`	Required	The delivery date.
`ForwardPrice`	Required	The price of the FX forward.
`S`	Required	The FX spot rate.
`InterestRateB`	Required	The interest rate of the base currency.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`CompInput`	Required	The compounding basis of the input interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`CompOutput`	Required	The compounding basis of the output interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)

GIA_FXD_Forward_ImpliedCounterInterestRateInForwardCurve

Returns the interest rate of the counter currency implied in the FX forward curve.

GIA_FXD_Forward_ImpliedCounterInterestRateInForwardCurve(DDate, S, CurveDatesF, CurveRatesF, CurveDatesB, CurveRatesB, VDate, SDate, CompInput, CompOutput, DaysB, DaysC, Interp)

Returns: Interest rate of the counter currency implied in the FX forward curve

Argument	Use	Description
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`CurveDatesF`	Required	The array of dates in the FX forward curve.
`CurveRatesF`	Required	The array of rates in the FX forward curve.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`CompInput`	Required	The compounding basis of the input interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`CompOutput`	Required	The compounding basis of the output interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, Exponential, CubicSpline)

GIA_FXD_Forward_ImpliedCounterInterestRateInPoints

Returns the interest rate of the counter currency implied in the forward points.

GIA_FXD_Forward_ImpliedCounterInterestRateInPoints(DDate, Points, S, InterestRateB, VDate, SDate, Decimals, CompInput, CompOutput, DaysB, DaysC)

Returns: Interest rate of the counter currency implied in the forward points

Argument	Use	Description
`DDate`	Required	The delivery date.
`Points`	Required	The forward points.
`S`	Required	The FX spot rate.
`InterestRateB`	Required	The interest rate of the base currency.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`CompInput`	Required	The compounding basis of the input interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`CompOutput`	Required	The compounding basis of the output interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)

GIA_FXD_Forward_ImpliedCounterInterestRateInPointsCurve

Returns the interest rate of the counter currency implied in the forward points curve.

GIA_FXD_Forward_ImpliedCounterInterestRateInPointsCurve(DDate, S, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, Decimals, CompInput, CompOutput, DaysB, DaysC, Interp)

Returns: Interest rate of the counter currency implied in the forward points curve

Argument	Use	Description
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of points in the forward points curve.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`CompInput`	Required	The compounding basis of the input interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`CompOutput`	Required	The compounding basis of the output interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, Exponential, CubicSpline)

GIA_FXD_Forward_InterestRateFromPointsAndUSDRate

Returns the interest rate of a currency implied in the FX forward price against USD.

GIA_FXD_Forward_InterestRateFromPointsAndUSDRate(CCY, DDate, S, InterestRateUSD, Points, VDate, SDate, Decimals, CompUSD, DaysUSD, Comp, Days)

Returns: Interest rate of a currency implied in the FX forward price against USD

Argument	Use	Description
`CCY`	Required	The three-letter code of the currency
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`InterestRateUSD`	Required	The USD interest rate.
`Points`	Required	The forward points.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in currency against USD spot rate (usually 4).
`CompUSD`	Required	The compounding basis of USD interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous).
`DaysUSD`	Required	The time basis of the USD interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Comp`	Required	The compounding basis of the currency interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous).
`Days`	Required	The time basis of the currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)

GIA_FXD_Forward_InterestRateFromPointsCurveAndUSDCurve

Returns the interest rate of a currency implied in the FX forward price against USD.

GIA_FXD_Forward_InterestRateFromPointsCurveAndUSDCurve(CCY, DDate, S, CurveDatesUSD, CurveRatesUSD, CurveDatesP, CurveRatesP, VDate, SDate, Decimals, CompUSD, DaysUSD, Comp, Days, Interp)

Returns: Interest rate of a currency implied in the FX forward price against USD

Argument	Use	Description
`CCY`	Required	The three-letter code of the currency
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`CurveDatesUSD`	Required	The array of dates in the USD interest rate curve.
`CurveRatesUSD`	Required	The array of interest rates in the USD interest rate curve.
`CurveDatesP`	Required	The array of dates in the currency against USD forward points curve.
`CurveRatesP`	Required	The array of rates in the currency against USD forward points curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in currency against USD spot rate (usually 4).
`CompUSD`	Required	The compounding basis of USD interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous).
`DaysUSD`	Required	The time basis of the USD interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Comp`	Required	The compounding basis of the currency interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous).
`Days`	Required	The time basis of the currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, Exponential, CubicSpline)

GIA_FXD_Forward_PointsFromCurves

Returns the forward points, given interest rate curves of the base and of the counter currencies.

GIA_FXD_Forward_PointsFromCurves(DDate, S, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Decimals, Comp, DaysB, DaysC, Interp)

Returns: Forward points

Argument	Use	Description
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, Exponential, CubicSpline)

GIA_FXD_Forward_PointsFromInterestRates

Returns the forward points, given interest rates of the base and of the counter currencies.

GIA_FXD_Forward_PointsFromInterestRates(DDate, S, InterestRateB, InterestRateC, VDate, SDate, Decimals, Comp, DaysB, DaysC)

Returns: Forward points

Argument	Use	Description
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`InterestRateB`	Required	The interest rate of the base currency.
`InterestRateC`	Required	The interest rate of the counter currency.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)

GIA_FXD_Forward_PointsfromPointsCurve

Interpolates the forward points for a specific date, given the forward (swap) points curve.

GIA_FXD_Forward_PointsfromPointsCurve(CurveDatesP, CurveRatesP, TDate, Interp)

Argument	Use	Description
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of points in the forward points curve.
`TDate`	Required	The target date for the interpolation.
`Interp`	Required	The interpolation method (Linear, LogLinear)

GIA_FXD_Forward_Price

Returns the price of an FX forward, given interest rates of the base and of the counter currencies.

GIA_FXD_Forward_Price(DDate, S, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC)

Returns: Price of an FX forward

Argument	Use	Description
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`InterestRateB`	Required	The interest rate of the base currency.
`InterestRateC`	Required	The interest rate of the counter currency.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)

GIA_FXD_Forward_PriceFromCurves

Returns the price of an FX forward, given interest rate curves of the base and of the counter currencies.

GIA_FXD_Forward_PriceFromCurves(DDate, S, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp)

Returns: Price of an FX forward

Argument	Use	Description
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, Exponential, CubicSpline)

GIA_FXD_Forward_PriceFromOnePointsCurveAndUSDCurve

Returns the price of an FX forward, in which one of the legs is USD, given the forward points curve of the currency against USD and the USD interest rate curve.

GIA_FXD_Forward_PriceFromOnePointsCurveAndUSDCurve(CCY, DDate, S, CurveDatesUSD, CurveRatesUSD, CurveDatesP, CurveRatesP, VDate, SDate, Decimals, CompUSD, DaysUSD, Interp)

Returns: Price of an FX forward, in which one of the legs is USD

Argument	Use	Description
`CCY`	Required	The three-letter code of the currency
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`CurveDatesUSD`	Required	The array of dates in the USD interest rate curve.
`CurveRatesUSD`	Required	The array of interest rates in the USD interest rate curve.
`CurveDatesP`	Required	The array of dates in the currency against USD forward points curve.
`CurveRatesP`	Required	The array of rates in the currency against USD forward points curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in currency against USD spot rate (usually 4).
`CompUSD`	Required	The compounding basis of USD interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous).
`DaysUSD`	Required	The time basis of the USD interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, Exponential, CubicSpline)

GIA_FXD_Forward_PriceFromTwoPointsCurvesAndUSDCurve

Returns the price of an FX forward, in which none of the legs is USD, given the forward points curve of each currency against USD and the USD interest rate curve.

GIA_FXD_Forward_PriceFromTwoPointsCurvesAndUSDCurve(CCYbase, CCYcounter, DDate, Sbase, Scounter, S, CurveDatesUSD, CurveRatesUSD, CurveDatesPbase, CurveRatesPbase, CurveDatesPcounter, CurveRatesPcounter, VDate, SDate, DecimalsBase, DecimalsCounter, CompUSD, DaysUSD, Interp)

Returns: Price of an FX forward, in which none of the legs is USD

Argument	Use	Description
`CCYbase`	Required	The three-letter code of the base currency
`CCYcounter`	Required	The three-letter code of the counter currency
`DDate`	Required	The delivery date.
`Sbase`	Required	The FX spot rate of USD/Base pair (or Base/USD if the base currency is one of the following: EUR, GBP, AUD, NZD).
`Scounter`	Required	The FX spot rate of USD/Counter pair (or Counter/USD if the base currency is one of the following: EUR, GBP, AUD, NZD).
`S`	Required	The FX spot rate.
`CurveDatesUSD`	Required	The array of dates in the USD interest rate curve.
`CurveRatesUSD`	Required	The array of interest rates in the USD interest rate curve.
`CurveDatesPbase`	Required	The array of dates in the base currency against USD forward points curve.
`CurveRatesPbase`	Required	The array of rates in the base currency against USD forward points curve.
`CurveDatesPcounter`	Required	The array of dates in the counter currency against USD forward points curve.
`CurveRatesPcounter`	Required	The array of rates in the counter currency against USD forward points curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`DecimalsBase`	Required	The number of digits after the decimal place in base against USD spot rate (usually 4).
`DecimalsCounter`	Required	The number of digits after the decimal place in counter against USD spot rate (usually 4).
`CompUSD`	Required	The compounding basis of USD interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous).
`DaysUSD`	Required	The time basis of the USD interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, Exponential, CubicSpline)

GIA_FXD_Forward_Risk

Returns the risk of an FX forward, given interest rates of the base and of the counter currencies.

GIA_FXD_Forward_Risk(Notional, ForwardPrice, DDate, S, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, RM, WhichLeg, Cur)

Returns: Risk of an FX forward

Argument	Use	Description
`Notional`	Required	The forward's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it is negative.
`ForwardPrice`	Required	The price of the FX forward.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`InterestRateB`	Required	The interest rate of the base currency.
`InterestRateC`	Required	The interest rate of the counter currency.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`RM`	Required	The risk measure type (DV01, Convexity)
`WhichLeg`	Required	Which leg to calculate the risk measure for (PayLeg, ReceiveLeg, BaseLeg, CounterLeg, Total)
`Cur`	Required	The currency in which the forward's risk is expressed (Base, Counter)

GIA_FXD_Forward_RiskFromCurves

Returns the risk of an FX forward, given interest rate curves of the base and of the counter currencies.

GIA_FXD_Forward_RiskFromCurves(Notional, ForwardPrice, DDate, S, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, RM, WhichLeg, Cur, [StartTerm], [EndTerm])

Returns: Risk of an FX forward

Argument	Use	Description
`Notional`	Required	The forward's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it is negative.
`ForwardPrice`	Required	The price of the FX forward.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, Exponential, CubicSpline)
`RM`	Required	The risk measure type (DV01, Convexity, KR01, BucketDV01)
`WhichLeg`	Required	Which leg to calculate the risk measure for (PayLeg, ReceiveLeg, BaseLeg, CounterLeg, Total)
`Cur`	Required	The currency in which the forward's risk is expressed (Base, Counter)
`StartTerm`	Optional	The starting term for Bucket and Key Rate measures.
`EndTerm`	Optional	The ending term for Bucket and Key Rate measures.

GIA_FXD_Forward_RiskFromOnePointsCurveAndUSDCurve

Returns the risk of an FX forward, in which one of the legs is USD, given the forward points curves of the currency against USD and the USD interest rate curve.

GIA_FXD_Forward_RiskFromOnePointsCurveAndUSDCurve(CCY, Notional, ForwardPrice, DDate, S, CurveDatesUSD, CurveRatesUSD, CurveDatesP, CurveRatesP, VDate, SDate, Decimals, CompUSD, DaysUSD, Interp, RM, WhichLeg, Cur, [StartTerm], [EndTerm])

Returns: Risk of an FX forward, in which one of the legs is USD

Argument	Use	Description
`CCY`	Required	The three-letter code of the currency
`Notional`	Required	The forward's notional amount, in terms of the currency. For a long position, the sign is positive, and for a short position, it is negative.
`ForwardPrice`	Required	The price of the FX forward.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`CurveDatesUSD`	Required	The array of dates in the USD interest rate curve.
`CurveRatesUSD`	Required	The array of interest rates in the USD interest rate curve.
`CurveDatesP`	Required	The array of dates in the currency against USD forward points curve.
`CurveRatesP`	Required	The array of rates in the currency against USD forward points curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in currency against USD spot rate (usually 4).
`CompUSD`	Required	The compounding basis of USD interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous).
`DaysUSD`	Required	The time basis of the USD interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, Exponential, CubicSpline)
`RM`	Required	The risk measure type (DV01, Convexity, KR01, BucketDV01)
`WhichLeg`	Required	Which leg to calculate the risk measure for (PayLeg, ReceiveLeg, BaseLeg, CounterLeg, Total)
`Cur`	Required	The currency in which the forward's risk is expressed (Base, Counter)
`StartTerm`	Optional	The starting term for Bucket and Key Rate measures.
`EndTerm`	Optional	The ending term for Bucket and Key Rate measures.

GIA_FXD_Forward_RiskFromPointsAndBaseIR

Returns the risk of an FX forward, given the forward points and the interest rate curve of the base currency..

GIA_FXD_Forward_RiskFromPointsAndBaseIR(Notional, ForwardPrice, DDate, S, Points, InterestRateB, VDate, SDate, Decimals, Comp, DaysB, DaysC, RM, WhichLeg, Cur)

Returns: Risk of an FX forward

Argument	Use	Description
`Notional`	Required	The forward's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it is negative.
`ForwardPrice`	Required	The price of the FX forward.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Points`	Required	The forward points.
`InterestRateB`	Required	The interest rate of the base currency.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`RM`	Required	The risk measure type (DV01, Convexity)
`WhichLeg`	Required	Which leg to calculate the risk measure for (PayLeg, ReceiveLeg, BaseLeg, CounterLeg, Total)
`Cur`	Required	The currency in which the forward's risk is expressed (Base, Counter)

GIA_FXD_Forward_RiskFromPointsAndCounterIR

Returns the risk of an FX forward, given the forward points and the interest rate curve of the counter currency.

GIA_FXD_Forward_RiskFromPointsAndCounterIR(Notional, ForwardPrice, DDate, S, Points, InterestRateC, VDate, SDate, Decimals, Comp, DaysB, DaysC, RM, WhichLeg, Cur)

Returns: Risk of an FX forward

Argument	Use	Description
`Notional`	Required	The forward's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it is negative.
`ForwardPrice`	Required	The price of the FX forward.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Points`	Required	The forward points.
`InterestRateC`	Required	The interest rate of the counter currency.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`RM`	Required	The risk measure type (DV01, Convexity)
`WhichLeg`	Required	Which leg to calculate the risk measure for (PayLeg, ReceiveLeg, BaseLeg, CounterLeg, Total)
`Cur`	Required	The currency in which the forward's risk is expressed (Base, Counter)

GIA_FXD_Forward_RiskFromPointsCurveAndBaseCurve

Returns the risk of an FX forward, given the forward points curve and the interest rate curve of the base currency.

GIA_FXD_Forward_RiskFromPointsCurveAndBaseCurve(Notional, ForwardPrice, DDate, S, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, Decimals, Comp, DaysB, DaysC, Interp, RM, WhichLeg, Cur, [StartTerm], [EndTerm])

Returns: Risk of an FX forward

Argument	Use	Description
`Notional`	Required	The forward's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it is negative.
`ForwardPrice`	Required	The price of the FX forward.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of points in the forward points curve.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, Exponential, CubicSpline)
`RM`	Required	The risk measure type (DV01, Convexity, KR01, BucketDV01)
`WhichLeg`	Required	Which leg to calculate the risk measure for (PayLeg, ReceiveLeg, BaseLeg, CounterLeg, Total)
`Cur`	Required	The currency in which the forward's risk is expressed (Base, Counter)
`StartTerm`	Optional	The starting term for Bucket and Key Rate measures.
`EndTerm`	Optional	The ending term for Bucket and Key Rate measures.

GIA_FXD_Forward_RiskFromPointsCurveAndCounterCurve

Returns the risk of an FX forward, given the forward points curve and the interest rate curve of the counter currency.

GIA_FXD_Forward_RiskFromPointsCurveAndCounterCurve(Notional, ForwardPrice, DDate, S, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, Decimals, Comp, DaysB, DaysC, Interp, RM, WhichLeg, Cur, [StartTerm], [EndTerm])

Returns: Risk of an FX forward

Argument	Use	Description
`Notional`	Required	The forward's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it is negative.
`ForwardPrice`	Required	The price of the FX forward.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of points in the forward points curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, Exponential, CubicSpline)
`RM`	Required	The risk measure type (DV01, Convexity, KR01, BucketDV01)
`WhichLeg`	Required	Which leg to calculate the risk measure for (PayLeg, ReceiveLeg, BaseLeg, CounterLeg, Total)
`Cur`	Required	The currency in which the forward's risk is expressed (Base, Counter)
`StartTerm`	Optional	The starting term for Bucket and Key Rate measures.
`EndTerm`	Optional	The ending term for Bucket and Key Rate measures.

GIA_FXD_Forward_RiskFromTwoPointsCurvesAndUSDCurve

Returns the risk of an FX forward, in which none of the legs is USD, given the forward points curves of each currency against USD and the USD interest rate curve.

GIA_FXD_Forward_RiskFromTwoPointsCurvesAndUSDCurve(CCYbase, CCYcounter, Notional, ForwardPrice, DDate, Sbase, Scounter, S, CurveDatesUSD, CurveRatesUSD, CurveDatesPbase, CurveRatesPbase, CurveDatesPcounter, CurveRatesPcounter, VDate, SDate, DecimalsBase, DecimalsCounter, CompUSD, DaysUSD, Interp, RM, WhichLeg, Cur, [StartTerm], [EndTerm])

Returns: Risk of an FX forward, in which none of the legs is USD

Argument	Use	Description
`CCYbase`	Required	The three-letter code of the base currency
`CCYcounter`	Required	The three-letter code of the counter currency
`Notional`	Required	The forward's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it is negative.
`ForwardPrice`	Required	The price of the FX forward.
`DDate`	Required	The delivery date.
`Sbase`	Required	The FX spot rate of USD/Base pair (or Base/USD if the base currency is one of the following: EUR, GBP, AUD, NZD).
`Scounter`	Required	The FX spot rate of USD/Counter pair (or Counter/USD if the base currency is one of the following: EUR, GBP, AUD, NZD).
`S`	Required	The FX spot rate.
`CurveDatesUSD`	Required	The array of dates in the USD interest rate curve.
`CurveRatesUSD`	Required	The array of interest rates in the USD interest rate curve.
`CurveDatesPbase`	Required	The array of dates in the base currency against USD forward points curve.
`CurveRatesPbase`	Required	The array of rates in the base currency against USD forward points curve.
`CurveDatesPcounter`	Required	The array of dates in the counter currency against USD forward points curve.
`CurveRatesPcounter`	Required	The array of rates in the counter currency against USD forward points curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`DecimalsBase`	Required	The number of digits after the decimal place in base against USD spot rate (usually 4).
`DecimalsCounter`	Required	The number of digits after the decimal place in counter against USD spot rate (usually 4).
`CompUSD`	Required	The compounding basis of USD interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous).
`DaysUSD`	Required	The time basis of the USD interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, Exponential, CubicSpline)
`RM`	Required	The risk measure type (DV01, Convexity, KR01, BucketDV01)
`WhichLeg`	Required	Which leg to calculate the risk measure for (PayLeg, ReceiveLeg, BaseLeg, CounterLeg, Total)
`Cur`	Required	The currency in which the forward's risk is expressed (Base, Counter)
`StartTerm`	Optional	The starting term for Bucket and Key Rate measures.
`EndTerm`	Optional	The ending term for Bucket and Key Rate measures.

GIA_FXD_Forward_RollingPoints

Returns the total forward points over all rolling periods during the hedging period, given the historical data of the forward points.

GIA_FXD_Forward_RollingPoints(FirstDate, RollingPeriod, HedgingPeriod, HDates, HRates)

Returns: Total forward points over all rolling periods during the hedging period

Argument	Use	Description
`FirstDate`	Required	The first date in the hedging period
`RollingPeriod`	Required	The rolling period length (in months).
`HedgingPeriod`	Required	The hedging period length (in months).
`HDates`	Required	The array of dates of historical forward points.
`HRates`	Required	The array of rates of historical forward points.

GIA_FXD_Forward_Value

Returns the value of an FX forward, given interest rates of the base and of the counter currencies.

GIA_FXD_Forward_Value(Notional, ForwardPrice, DDate, S, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, OT, ValueCur)

Returns: Value of an FX forward

Argument	Use	Description
`Notional`	Required	The forward's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it is negative.
`ForwardPrice`	Required	The price of the FX forward.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`InterestRateB`	Required	The interest rate of the base currency.
`InterestRateC`	Required	The interest rate of the counter currency.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`OT`	Required	The output type of the value/risk. (PayLeg, ReceiveLeg, BaseLeg, CounterLeg Total)
`ValueCur`	Required	The currency in which the forward's value is expressed (Base, Counter)

GIA_FXD_Forward_ValueFromCurves

Returns the value of an FX forward, given interest rate curves of the base and of the counter currencies.

GIA_FXD_Forward_ValueFromCurves(Notional, ForwardPrice, DDate, S, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, OT, ValueCur)

Returns: Value of an FX forward

Argument	Use	Description
`Notional`	Required	The forward's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it is negative.
`ForwardPrice`	Required	The price of the FX forward.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, Exponential, CubicSpline)
`OT`	Required	The output type of the value/risk. (PayLeg, ReceiveLeg, BaseLeg, CounterLeg Total)
`ValueCur`	Required	The currency in which the forward's value is expressed (Base, Counter)

GIA_FXD_Forward_ValueFromOnePointsCurveAndUSDCurve

Returns the value of an FX forward, in which one of the legs is USD, given the forward points curves of the currency against USD and the USD interest rate curve.

GIA_FXD_Forward_ValueFromOnePointsCurveAndUSDCurve(CCY, Notional, ForwardPrice, DDate, S, CurveDatesUSD, CurveRatesUSD, CurveDatesP, CurveRatesP, VDate, SDate, Decimals, CompUSD, DaysUSD, Interp, OT, ValueCur)

Returns: Value of an FX forward, in which one of the legs is USD

Argument	Use	Description
`CCY`	Required	The three-letter code of the currency
`Notional`	Required	The forward's notional amount, in terms of the currency. For a long position, the sign is positive, and for a short position, it is negative.
`ForwardPrice`	Required	The price of the FX forward.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`CurveDatesUSD`	Required	The array of dates in the USD interest rate curve.
`CurveRatesUSD`	Required	The array of interest rates in the USD interest rate curve.
`CurveDatesP`	Required	The array of dates in the currency against USD forward points curve.
`CurveRatesP`	Required	The array of rates in the currency against USD forward points curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in currency against USD spot rate (usually 4).
`CompUSD`	Required	The compounding basis of USD interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous).
`DaysUSD`	Required	The time basis of the USD interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, Exponential, CubicSpline)
`OT`	Required	The output type of the value/risk. (PayLeg, ReceiveLeg, Total)
`ValueCur`	Required	The currency in which the forward's value is expressed (Base, Counter)

GIA_FXD_Forward_ValueFromPointsAndBaseIR

Returns the value of an FX forward, given the forward points and the interest rate curve of the base currency..

GIA_FXD_Forward_ValueFromPointsAndBaseIR(Notional, ForwardPrice, DDate, S, Points, InterestRateB, VDate, SDate, Decimals, Comp, DaysB, DaysC, OT, ValueCur)

Returns: Value of an FX forward

Argument	Use	Description
`Notional`	Required	The forward's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it is negative.
`ForwardPrice`	Required	The price of the FX forward.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Points`	Required	The forward points.
`InterestRateB`	Required	The interest rate of the base currency.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`OT`	Required	The output type of the value/risk. (PayLeg, ReceiveLeg, BaseLeg, CounterLeg Total)
`ValueCur`	Required	The currency in which the value is expressed (Base, Counter)

GIA_FXD_Forward_ValueFromPointsAndCounterIR

Returns the value of an FX forward, given the forward points and the interest rate curve of the counter currency.

GIA_FXD_Forward_ValueFromPointsAndCounterIR(Notional, ForwardPrice, DDate, S, Points, InterestRateC, VDate, SDate, Decimals, Comp, DaysB, DaysC, OT, ValueCur)

Returns: Value of an FX forward

Argument	Use	Description
`Notional`	Required	The forward's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it is negative.
`ForwardPrice`	Required	The price of the FX forward.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Points`	Required	The forward points.
`InterestRateC`	Required	The interest rate of the counter currency.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`OT`	Required	The output type of the value/risk. (PayLeg, ReceiveLeg, BaseLeg, CounterLeg Total)
`ValueCur`	Required	The currency in which the value is expressed (Base, Counter)

GIA_FXD_Forward_ValueFromPointsCurveAndBaseCurve

Returns the value of an FX forward, given the forward points curve and the interest rate curve of the base currency.

GIA_FXD_Forward_ValueFromPointsCurveAndBaseCurve(Notional, ForwardPrice, DDate, S, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, Decimals, Comp, DaysB, DaysC, Interp, OT, ValueCur)

Returns: Value of an FX forward

Argument	Use	Description
`Notional`	Required	The forward's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it is negative.
`ForwardPrice`	Required	The price of the FX forward.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of points in the forward points curve.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, Exponential, CubicSpline)
`OT`	Required	The output type of the value/risk. (PayLeg, ReceiveLeg, BaseLeg, CounterLeg Total)
`ValueCur`	Required	The currency in which the value is expressed (Base, Counter)

GIA_FXD_Forward_ValueFromPointsCurveAndCounterCurve

Returns the value of an FX forward, given the forward points curve and the interest rate curve of the counter currency.

GIA_FXD_Forward_ValueFromPointsCurveAndCounterCurve(Notional, ForwardPrice, DDate, S, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, Decimals, Comp, DaysB, DaysC, Interp, OT, ValueCur)

Returns: Value of an FX forward

Argument	Use	Description
`Notional`	Required	The forward's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it is negative.
`ForwardPrice`	Required	The price of the FX forward.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of points in the forward points curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, Exponential, CubicSpline)
`OT`	Required	The output type of the value/risk. (PayLeg, ReceiveLeg, BaseLeg, CounterLeg Total)
`ValueCur`	Required	The currency in which the value is expressed (Base, Counter)

GIA_FXD_Forward_ValueFromTwoPointsCurvesAndUSDCurve

Returns the value of an FX forward, in which none of the legs is USD, given the forward points curves of each currency against USD and the USD interest rate curve.

GIA_FXD_Forward_ValueFromTwoPointsCurvesAndUSDCurve(CCYbase, CCYcounter, Notional, ForwardPrice, DDate, Sbase, Scounter, S, CurveDatesUSD, CurveRatesUSD, CurveDatesPbase, CurveRatesPbase, CurveDatesPcounter, CurveRatesPcounter, VDate, SDate, DecimalsBase, DecimalsCounter, CompUSD, DaysUSD, Interp, OT, ValueCur)

Returns: Value of an FX forward, in which none of the legs is USD

Argument	Use	Description
`CCYbase`	Required	The three-letter code of the base currency
`CCYcounter`	Required	The three-letter code of the counter currency
`Notional`	Required	The forward's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it is negative.
`ForwardPrice`	Required	The price of the FX forward.
`DDate`	Required	The delivery date.
`Sbase`	Required	The FX spot rate of USD/Base pair (or Base/USD if the base currency is one of the following: EUR, GBP, AUD, NZD).
`Scounter`	Required	The FX spot rate of USD/Counter pair (or Counter/USD if the base currency is one of the following: EUR, GBP, AUD, NZD).
`S`	Required	The FX spot rate.
`CurveDatesUSD`	Required	The array of dates in the USD interest rate curve.
`CurveRatesUSD`	Required	The array of interest rates in the USD interest rate curve.
`CurveDatesPbase`	Required	The array of dates in the base currency against USD forward points curve.
`CurveRatesPbase`	Required	The array of rates in the base currency against USD forward points curve.
`CurveDatesPcounter`	Required	The array of dates in the counter currency against USD forward points curve.
`CurveRatesPcounter`	Required	The array of rates in the counter currency against USD forward points curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`DecimalsBase`	Required	The number of digits after the decimal place in base against USD spot rate (usually 4).
`DecimalsCounter`	Required	The number of digits after the decimal place in counter against USD spot rate (usually 4).
`CompUSD`	Required	The compounding basis of USD interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous).
`DaysUSD`	Required	The time basis of the USD interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, Exponential, CubicSpline)
`OT`	Required	The output type of the value/risk. (PayLeg, ReceiveLeg, Total)
`ValueCur`	Required	The currency in which the forward's value is expressed (Base, Counter)