Fair Forward Rate

Function Fair Forward Rate within FX Swap Old with keys FX Swap Old Fair Forward Rate keysreturns the fair forward fx rate of the currency pair Tgt Ccy/Src Ccy or its inverse, for given spot fx rate and discounting curves wrt to both currencies.
The maturity (settlement date) T of the forward fx rate is assumed to equal the end date of the caller FX Swap Old object as defined by its key End or End Period
The start date of the caller FX Swap Old object plays no role in the outcome.
Assuming that the returned fair rate f is defined so that it corresponds to the pair Tgt Ccy/Src Ccy, it will satisfy the formula:
f = sPᵗᵍᵗ/Pˢʳᶜ
where
s is the supplied spot fx rate
Pᵗᵍᵗ is the forward discount factor implied by the discounting curve of the target currency
Pˢʳᶜ is the forward discount factor implied by the discounting curve of the source currency
and where both forward discount factors Pᵗᵍᵗ and Pˢʳᶜ have start date equal to the settlement date of the spot fx rate s and maturity equal to T.

The following would also hold for the caller FX Swap Old object, as long as it represents a regular spot FX swap:
If its notionals End Tgt Not and End Src Not are chosen so that End Src Not/End Tgt Not = f, its NPV should equal 0.