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I am trying to derive AUDSGD forward rate. I have curves like AUD fx rfr curve which is comprised on the AUDOIS rates till 1year and AUD-USD rates based on the basis for 1year+. Similarly for SGD. Could someone help me to understand how to derive the forward rates, lets say for 5years.

thanks

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    $\begingroup$ You cannot wthout a lot of assumptions. The 1 year rate need not have much in common with a 5 year rate. The link below solves for rates, but you can simply rearrange to solve for FWDs. $\endgroup$
    – AKdemy
    Feb 2 at 0:23

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