ON Quote
Key ON Quote in Yield Curve Fxf refers to an optional number that equals the overnight fx quote of the ratio defined in Quote Tgt/Src and quoted according to the convention in Quoting
It refers to the exchange rate agreed on the trade datetâ‚€ for a currency exchange destined to be settled on date T occurring a business day later.
The maturity T should not coincide with any of the maturities implied by the tenors entered in the table Set, otherwise an error is issued.
T will be also visible in the table _Details
If omitted here, the ON quote may still be specified indirectly through an appropriate entry in the table Set, perhaps with the help of the key Spot Settle Quotes
Due to the dependence of the entry here on the settings in Quote Tgt/Src and Quoting, it is advisable to check that the table _Details contains the expected forward fx rates of the standard ratio Target Ccy / Source Ccy
