ForwardCurve (non-FX) Case
Less than 1 minute
ForwardCurve (non-FX) Case
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Load a non-FX forward curve (ExpiryDates + UnderlyingRates) from standard JSON, then read with ForwardCurveForwardRate.
What it does: LiveStore / RawMD get EQ_FORWARD; the first pillar (2026-09-28) is about 100.5. This is not FXForwardPointsCurve2 (P0/P1).
Download MCP-TC45-ForwardCurve.xlsx
Object chain
=McpLiveMarketDataStore("data/market_data/MCP_MARKET_DATA_20260827.json")=mdlsGetForwardCurve(Store,"EQ_FORWARD")→McpForwardCurve@n=ForwardCurveForwardRate(curve, date)
RawMD: =rawmdGetForwardCurve(mgr,"EQ_FORWARD",val_date)
Key functions
| Function | Description |
|---|---|
| mdlsGetForwardCurve | LiveStore ForwardCurve |
| rawmdGetForwardCurve | RawMD object |
| ForwardCurveForwardRate | Forward price |
Python example
See example/market_data/forwardcurve_demo.py.
Troubleshooting
#NAME?: register modules and Reload PyXLL- Do not mix with FX forward-points UDFs
