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cip_forward

Function cip_forward 

fn cip_forward<R: Scalar>(
    view: &PricingView<'_, R>,
    forward: &FxForward,
) -> Result<(R, R, R), PricingError>
Expand description

The covered-interest-parity forward spot·DF_base(T)/DF_quote(T), quote per one base, from the two resolved curves and the pair spot.