You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
\item SpotRelative [Optional]: \emph{True} if the forward tenor is to be interpreted as being relative to the spot date.
495
497
\emph{False} if the forward tenor is to be interpreted as being relative to the valuation date. If not provided, it
496
498
defaults to \emph{True}.
499
+
\item EOM [Optional]: A flag indicating whether the end of month roll convention is to be used for FX forward quotes. If not provided, it defaults to \emph{False}.
500
+
\item Convention [Optional]: The business day convention used when advancing dates. If not provided, it defaults to \emph{Following}.
0 commit comments