Let's assume I am buying a NZD/USD 1Y forward for $1000000 on the 20/02/2017. The NZD/USD 1Y forward point is currently -270 and spot rate is 0.8325. (Example taken from here).
Now I want to have a price return for this at asset at 21/02/2017, 22/02/2017 etc. The 1Y FX forward becomes a 1Y - 1 day, 1Y - 2 days FX forward etc. which are not quoted. So they have to be estimated.
I do have access to the new 1Y FX forward rate on all of those future dates and I also have access to the 6M FX forward rate, 2-Y FX forward rate etc.
How do I create an estimated price series?