Reply To: Why do FX Holding Instruments have Forward Rate FX Curves attached ?

Israr Ahmed

Just an update on this as Fwd FX curve can be used for valuation of FX deal – depends on the Pricing Model being used :

FX-DIS -> separately discount each leg and convert at spot to ccy2
FX-MG-DIS -> convert cc1-cc2 using forward curve and discount on ccy2 libo

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