Function fair_forward_rate
pub fn fair_forward_rate<R: Scalar>(
forward: &FxForward,
view: &PricingView<'_, R>,
) -> Result<R, PricingError>Expand description
The fair forward rate of forward — the covered-interest-parity forward to
its value date, quote per one base: the contract rate at which it is worth
nothing.
§Errors
PricingError if the foreign curve is unresolved or a query fails.