FX Fwd Crv

Key FX Fwd Crv in ImpYC XCCY Disc refers to the yield curve - expressed as an object of type Yield Curve - associated with the FX forward rates.
It is required only if Use FX Forwards = true
It is expected to be created using as input to its Market Data key an object of type Yield Curve Fxf that provides the FX forward rates.
In fact, only the latter object is used in the construction of the final curve.
The discount factors implied by the Yield Curve object defined here are completely ignored!
The only reason for supplying this object rather than its smaller Yield Curve Fxf part has technical grounds that have to do with the calculation of various sensitivities.
The exact procedure is as follows:
The Yield Curve Fxf part of the object defined here is used together with the object of type Yield Curve Fxb that is synthetically constructed according to the methodology described in ImplSrcFltTgtFxd
Both objects are then entered as input to the Market Data key in the creation of the final curve.
Therefore, the final curve is constructed so that both the FX forwards and the synthetic currency basis swaps are correctly repriced.