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Forward Valuation as on specific Time & Date using refinitiv.data.content.ipa.financial_contracts.cross

By default forward valuation takes Spot as of NY Close. Tried passing datetime string. But its just taking NY Close. Is there any other parameter which an help to take spot rate as of a particular time ?

pricing_parameters=cross.PricingParameters(

market_data_date=specific_date_and_time,

valuation_date=specific_date_and_time )

python#technologyrefinitiv-data-platform-librariesipa
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Hi @etg.forex ,


Have checked the the available parameters for FxCrossPricingParameters in the documentation? Please have a look here by clisking JSON and searching for FxCrossPricingParameters. That should give you all available parameters for cross along with it's properties.


Best regards,

Haykaz

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