QS.INSTRUMENT.FX.FORWARD¶
Creates a native FxForward contract; use QS.TRADE.CREATE for a position
Category: QuantSupport - Instruments.
- QS.INSTRUMENT.FX.FORWARD(name: text, context: text, delivery_date: text, base_currency: text, quote_currency: text, forward_rate: number, delivery_tenor: text or blank) text handle¶
- Parameters:
name (text) – Workbook-unique object name; unchanged recalculation reuses its current handle
context (text) – Required prepared context handle used to build concrete dates and initial contractual terms; construction waits for committed market inputs
delivery_date (text) – ISO date text in YYYY-MM-DD format
base_currency (text) – Three-letter ISO currency code, for example USD or EUR
quote_currency (text) – Three-letter ISO currency code, for example USD or EUR
forward_rate (number) – Contracted FX rate in quote-currency units per base-currency unit
delivery_tenor (text or blank) – Optional delivery offset from evaluation, e.g. 1Y; leave delivery_date blank; built from the explicit construction context
- Returns:
Concrete instrument handle built using the supplied construction context. #N/A means construction is pending; no unresolved product handle is published. Pass it to QS.EVALUATE, or use QS.TRADE.CREATE for side, execution date/tenor, quantity or bond anchor.
- Return Type:
text handle
- Errors:
#VALUE! for invalid contract terms, missing dependencies, native builder errors or registry failures.
Formula¶
=QS.INSTRUMENT.FX.FORWARD(name, context, delivery_date, base_currency, quote_currency, forward_rate, delivery_tenor)
Calculation¶
Runs on Excel’s main calculation thread.
Native Declaration¶
fn qs_instrument_fx_forward (name : & str , context : & str , delivery_date : & str , base_currency : & str , quote_currency : & str , forward_rate : f64 , delivery_tenor : Option < String > ,) -> Result < String , XllError >