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QuantOracle FX Forward Rate
x402
QuantOracle FX Forward Rate is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.005/call, status unknown (last checked 2026-09-15).
Calculates the theoretical forward exchange rate between two currencies given spot rate, interest rate differentials, and a tenor/maturity period
Price / call$0.005
Success—
StatusUnknown
How this service works
QuantOracle: fx/forward-rate
Output
Returns the computed forward exchange rate for the specified currency pair and tenor, along with forward points (the difference between forward and spot) and optionally the implied interest rate differential used in the calculation.
Example use cases
Example prompt
“Calculate the 6-month forward rate for EUR/USD given a spot rate of 1.0850, a US interest rate of 5.25%, and a eurozone interest rate of 3.75%.”
Technical details
Endpoint
POSThttps://api.quantoracle.dev/v1/fx/forward-rateWhen to prefer
Use this endpoint when you need a precise, model-based FX forward rate computation grounded in covered interest parity, especially when building hedging strategies, pricing currency forwards, or verifying no-arbitrage conditions. Prefer this over spot-rate lookups when you need a future settlement date and want to account for interest rate differentials between two currencies.
Side effects
- Invalid or unsupported currency pair returns 400 error
- Negative or unrealistic interest rates may return a validation error
- Missing required fields (spot rate, tenor, interest rates) return 422 unprocessable entity
- Malformed tenor/date format returns parsing error
- Payment not provided or insufficient USDC balance returns 402 payment required
Input
{
"input": {
"body": {
"compounding": "continuous",
"forward_end": 2,
"yield_curve": [
{
"spot_rate": 0.04,
"tenor_years": 1
},
{
"spot_rate": 0.045,
"tenor_years": 2
},
{
"spot_rate": 0.05,
"tenor_years": 3
}
],
"forward_start": 1
},
"type": "http",
"method": "POST",
"bodyType": "json"
}
}Schema · Request body
| Field | Type | Description |
|---|---|---|
| compounding | string | Compounding convention |
| forward_end | number | Forward period end (years) |
| yield_curve | array | Array of yield curve points |
| forward_start | number | Forward period start (years) |
Output
{
"ms": 8.03,
"_meta": {
"url": "https://quantoracle.dev",
"docs": "https://api.quantoracle.dev/docs",
"powered_by": "QuantOracle"
},
"compounding": "continuous",
"forward_rate": 0.05,
"spot_rate_end": 0.045,
"spot_rate_start": 0.04,
"forward_rate_pct": 5,
"full_forward_curve": [
{
"end": 2,
"start": 1,
"forward_rate": 0.05
},
{
"end": 3,
"start": 2,
"forward_rate": 0.06
}
]
}Tags
x402
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