Is there an API that can be used as part of Strata-market:
input: USD-Disc curve, GBP-Disc curve, and GBP/USD spot price,
output: Swap points of GBP/USD across all the tenors of discounting curves.
Sorry if this is a silly question, I’m not so familiar with this area. thanks
I’m not certain, but perhaps what you want is:
That will use the two curves and spot price, and get the implied rate at the specified date.
Thanks, exactly what I want to know. appreciate you quick response.