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I currently use a combination of matplotlib and Oanda's FX API. Their API is REST based, and would essentially allow for any type of library to handle calculations.


Completely agree with rupweb's answer. Unfortunately cant upvote due to no rep. Just detailing that forward points basically represent the interest rate differential in the two currencies under consideration(as per Covered Interest Rate Parity). As the bank generally knows what its funding is in each of the currencies for a particular time frame and since ...


What platforms are you looking at (and at what time of day)? FX Forwards are not static, certainly for major currencies. Indicative prices are published to platforms like Reuters and Bloomberg by various brokers and banks periodically, but they are not a reflection of actual trading prices, just occasional snapshots. If you want a current price you have to ...


Forward points are calculated by the short term interest rate desks (STIR) and, because central banks and governments don't often change their money market base rates, the fluctuations set by the interest rate markets are infrequent. The interest rates depend on the money markets. Forex all-in rates are calculated depending on the interest rate premium, or ...

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