This is very old. However, since 3k looked at this I think a correct answer would still help.
Bloomberg definitely does NOT use depo rates (or any rates) to compute forwards. They are market quoted. The RUB example on OVDV (provided in one of the comments) is only very indirectly related to forwards as the entire function is dedicated to show implied volatilities.
The question is about forwards. These can be found on FRD - for RUB quotations in points are more liquid. Meaning the outright you see is computed from Spot and points. In no way is there any interest rate involved in this. There will be somewhere in the quotes from market makers but that is a completely different story.
FRD: e.g. 1m ticker is RUB1m Curncy.
OVDV: the outright corresponds exactly to the FRD value (provided you also use BGN like OVDV and have mid displayed in FRD)
The only time, rates are used is when there are no quotes and covered interest rate parity is used (long dated, or super exotic pairs - but these mostly have no rates either; but you can try jpykrw on FRD - if you have settings - other settings - "calculate missing rates form swap curves" ticked, it will imply them (essentially what FXFM does but with proper basis adjustment on top).
If you stick to options (OVDV and OVML), it is actually one rate that is implied (from spot fwd and the other). This can be seen on OVML - More Market data - where RUB is implied. This is what @Randor answered correctly. You also see what ICVS curve is used for USD (again subject to user choice and market but by default RFR nowadays). That said, there is also a setting for this, and details about calculation can be found here.