TN Quote


Key TN Quote in
Yield Curve Fxf refers to an optional number that equals the Tomorrow-to-Next 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 two business days 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 TN 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