find forward rate as of last day of specfic month

lohith.manjegowda
lohith.manjegowda Newcomer
in DSS

I have Bid & ask values and current spot rate value, extracted on 6th March for CAD3M= and CAD6M= and expiry dates are 6th of the corresponding month. but want to find out the forward rate for as of the last day of the specific month. how do i extrapolate that?

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  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hi @lohith.manjegowda,

    In my understanding, this is a content question, you are looking to identify the type of request, a template that will carry this info. Then one can request it via DSS API.

    As a developer, the easy quick search of the content can be done by downloading the latest DSS Content Guide and in "Fields Descriptions" tab, searching for your requirement, i.e. "forward rate".

    I think you may be looking for looking for Intraday Pricing -> Ultimate Forward Rate

    However, if this is not it, and you can not locate in the content guide the content you are looking for, the best way to get content questions answered for a customer, is to open a support case with Refinitiv Helpdesk selecting product = DSS and "Help on Content" or call your local Refinitiv Helpdesk number.

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