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fair_forward_rate

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.