Key Set in refers to the set containing the quoted forward fx rates.
Expects an object of type consisting of 2 columns (set in any order).
The first column must bear the title #Tenor and contain the maturities of the supplied fx forwards, expressed as time intervals, i.e. objects of type
The maturity dates are implied by adding the time intervals to the settlement date of the spot fx rate defined in , except if the overruling entry applies.
The second column must bear the title #Quote and contain the respective forward fx rates of the ratio defined in and quoted according to the convention in
The table with the exact settlement dates and the converted calculated forward fx rates of the standard ratio Target Ccy / Source Ccy is displayed at _Details