I need to be able to create a simple FX Forward curve from spot and FXSwap rates and use that for pricing a FXF as opposed to pricing off the foreign and domestic discount curves. Due to how our USD discount curve is constructed, reconstructing the forward discount curves from FXS under a multi-currency bootstrapping is resulting in pricing discrepancies. Since we are also missing an OIS basis adjustment, the interpolated FXSwap rate off the foreign and domestic curves can be as high as 5-7 pips away from the FX swap rate taken from market data.
What I would like to do is create a simple FXF curve that can be extracted from at builtMarketData object. Does something like this exist in Strata? It seems that the CurveGroup interface only supports Rate curves? Which means that if I create a CurveDefinition.csv for these the assumption is that they would bootstrapped into Rate curves?
Also, I assume I would want to create an instance of an InterpolatedNodalCurve using FxSwapCurveNode as the curve points?