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how to construct a forward curve for Non Deliverable Forwards if I Have swap points and outright forward

  1. Is it good to construct a curve using forward swap point or directly outright forwards
  2. Considering the curve construction using swap points then how to compute the rates using swap points for different tenors? Any mathematical formula'
  3. Kindly suggest some study material regarding the same.
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"how to compute the rates using swap points for different tenors? Any mathematical formula'"

Implied interest rate from FX swap

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