# QuantOracle FX Forward Rate

> 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

## Facts

- Endpoint: POST https://api.quantoracle.dev/v1/fx/forward-rate
- Price: $0.005/call
- Payment: x402
- Status: unknown
- Last checked: 2026-09-15
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/api-quantoracle-dev-1ba0cdce
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_5jqnAyOdLHRWAmf4LGOQO

Status and success rate cover calls made through Zero and Zero's own probes. Third-party monitors may report differently.

## How to call it through Zero

Zero handles the 402 payment challenge and records the run. With the Zero CLI installed (`npm i -g @zeroxyz/cli`):

```sh
zero fetch --capability api-quantoracle-dev-1ba0cdce -d '<json body>'
```

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%.

## When to prefer this

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.

## Known failure modes

- 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

## 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 request

```json
{
 "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"
 }
}
```

## Request schema (JSON Schema)

```json
{
 "type": "object",
 "properties": {
  "compounding": {
   "enum": [
    "continuous",
    "annual",
    "semi"
   ],
   "type": "string",
   "title": "Compounding",
   "default": "continuous",
   "description": "Compounding convention"
  },
  "forward_end": {
   "type": "number",
   "title": "Forward End",
   "description": "Forward period end (years)"
  },
  "yield_curve": {
   "type": "array",
   "items": {
    "type": "object",
    "title": "YieldPoint",
    "required": [
     "tenor_years",
     "spot_rate"
    ],
    "properties": {
     "spot_rate": {
      "type": "number",
      "title": "Spot Rate",
      "description": "Spot rate at this tenor"
     },
     "tenor_years": {
      "type": "number",
      "title": "Tenor Years",
      "description": "Maturity in years"
     }
    }
   },
   "title": "Yield Curve",
   "minItems": 2,
   "description": "Array of yield curve points"
  },
  "forward_start": {
   "type": "number",
   "title": "Forward Start",
   "description": "Forward period start (years)"
  }
 }
}
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/api-quantoracle-dev-1ba0cdce/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
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