# compute FX forward from broker's data

assume I have following delta-term vol data from broker:

Spot 3.4550
O/N      1WK      2WK      3WK      1M       6WK      2M
Volatility       7.544    7.7      7.731    7.911    8.025    8.18     8.4
Forward Points   0.0004   0.0021   0.0045   0.0063   0.0079   0.0106   0.0164
EUR Depo Rate    0.405    1.205    1.145    1.128    1.1      1.11     1.13
PLN Depo Rate    4.216    5.028    4.586    4.187    3.558    3.58     3.626
Butterfly        0.157    0.19     0.229    0.268    0.34     0.368    0.44
RiskReversal     0.35     0.45     0.567    0.683    0.9      0.983    1.2


is this for sure that $f=S+Forward Points$ so

$f_{ON}=3.4550+ 0.0004=3.4554$

$f_{1M}=3.4550+ 0.0079=3.4629$

and so on, regardless delta quoting convensions and ATM convensions

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I have no idea what you're asking. Are you just asking the quoting convention of forward points? – jeff m Mar 4 '13 at 14:40
do you have any idea about delta quoting convension for FX options? I am asking about the computation of forward price, if the formula is true regardless of delta quoting convension, so I can compute it as described without any Depo Rate manipulation – where_is_tftp Mar 4 '13 at 14:42