Dates FxForwardDate

Compute the spot date and the forward settlement date given a trade date, an fx pair and a maturity tenor. This function accepts a single dates, a collection of date separated by commas, or simply a 4digit year for all calendar dates in a year.

Parameter Description Default Options
fx
Optional
FX GBP/USD AUD/BRL , AUD/CHF , AUD/CLP , AUD/COP , AUD/IDR , AUD/INR , AUD/JPY , AUD/KRW , AUD/MYR , AUD/NZD , AUD/PEN , AUD/PHP , AUD/TWD , AUD/USD , CAD/JPY , CHF/DKK , EUR/AUD , EUR/CAD , EUR/CHF , EUR/GBP , EUR/HKD , EUR/JPY , EUR/NOK , EUR/SEK , EUR/USD , GBP/AUD , GBP/JPY , GBP/USD , GBP/ZAR , HKD/CNH , HKD/CNY , HKD/INR , HKD/KRW , NZD/USD , USD/BRL , USD/CAD , USD/CHF , USD/CLP , USD/CNH , USD/CNY , USD/COP , USD/CZK , USD/DKK , USD/EGP , USD/HKD , USD/HUF , USD/IDR , USD/ILS , USD/INR , USD/JPY , USD/KRW , USD/KZT , USD/MXN , USD/MYR , USD/NOK , USD/PEN , USD/PHP , USD/PLN , USD/RUB , USD/SEK , USD/SGD , USD/THB
tradeDate
Optional
The trade date in YYYY-MM-DD format. For functions that can accept a set of dates, seperate the dates by a comma. Alternatively just enter the year as a 4digit number to define all non-weekend calendar dates in a year.
maturities
Optional
Maturities 1D 1W 2W 3W 1M 2M 3M 6M 1Y 2Y
import clarus

response = clarus.dates.fxforwarddate(fx='GBPUSD',tradeDate='2017-08-22')
print (response)
import com.clarusft.api.model.dates.FxForwardDateRequest
import com.clarusft.api.model.dates.FxForwardDateResponse

ApiClient clarus = ApiClient.getDefault();
FxForwardDateResponse response = clarus.request(new FxForwardDateRequest().withFx("GBPUSD").withTradeDate("2017-08-22"));
System.out.println(response);
import Clarus

response = Clarus.Dates.fxforwarddate(fx="GBPUSD",tradeDate="2017-08-22")
print(response)

##
##Need to install packages once, if not already installed
##install.packages('httr')
##install.packages('readr')
##

library('httr')
##library('readr')

## Manually edit and set key/secret here ##
apiKey <- '...'
apiSecret <-'...'

request <- function(category, functionName, ...){
  restUrl  =  paste0('https://apieval.clarusft.com/api/rest/v1/', category, '/',functionName, '.csv')
  response <- POST(url=restUrl, body=list(...), encode='json', authenticate(apiKey, apiSecret, type='basic'))
  if (response$status_code!=200){
      stop(paste0('Request to ', category, '/', functionName, ' failed with status code: ', response$status_code))
  }
  return (response)
}

dataframe <- function(response){
  return (read.csv(text=content(response, 'text'), sep=',', head=TRUE))
}
## filename <- file.path('C:', 'Temp', 'myfile.csv')
## myvalue <- <- read_file(filename)

r <- request('dates', 'FxForwardDate', fx='GBPUSD', tradeDate='2017-08-22')
df <- dataframe(r)
print (df)

import requests
import sys
import pandas
import io
#import os

# Example of REST API call to Clarus Microservices #

# Manually edit and set key/secret here #
apiKey = ''
apiSecret = ''

print (sys.version)

def request(category, functionName, **params):
  restUrl = 'https://apieval.clarusft.com/api/rest/v1/' + category + '/' + functionName + '.json'
  r = requests.post(restUrl, json=params, auth=(apiKey, apiSecret))
  r.raise_for_status()
  return r.json()

def dataframe(results):
  return pandas.DataFrame(results['results'])

# filename = os.path.join('C:\\', 'Temp', 'myfile.csv')
# myvalue = open(filename).read()

r = request('dates', 'FxForwardDate', fx='GBPUSD', tradeDate='2017-08-22')
df = dataframe(r)
print(pandas.DataFrame.head(df))


use strict;
use warnings;
use MIME::Base64;
use JSON;
use REST::Client;

# Example of REST API call to Clarus Microservices #

my $client = REST::Client->new();
$client->addHeader('Content-Type', 'application/json');

# Manually edit and set key/secret here 
my $apiKey = '';
my $apiSecret = '';

my $encoded_auth = encode_base64("$apiKey:$apiSecret", '');
$client->addHeader('Authorization', "Basic $encoded_auth");

my %params = ('fx' => 'GBPUSD','tradeDate' => '2017-08-22');

my $urlBase = 'https://apieval.clarusft.com/api/rest/v1/';
my $category = 'dates/';
my $name = 'FxForwardDate';
my $outputFormat = '.csv'; #can also be '.json' or '.tsv'
my $fullRESTUrl  =  $urlBase . $category . $name . $outputFormat;

$client->POST($fullRESTUrl,encode_json(\%params));

print 'Response: ' . $client->responseContent() . "\n";
print 'Response status: ' . $client->responseCode() . "\n";


printf('Example of REST API call to Clarus Microservices\n');

function r = request(category, functionName, params)

# Manually edit and set key/secret here #
  apiKey = ''
  apiSecret = ''

  restUrl = ['https://' apiKey ":" apiSecret  "@" 'apieval.clarusft.com/api/rest/v1/' category '/' functionName '.csv'];
  [r, status, message] = urlread (restUrl, 'get', params);
  if (status!=1)
      error(['Failed on ' category '/' functionName ': ' message]);
  endif
end

function ca = toCellArray(csvStr)
  header_row = textscan (csvStr, "%s", 1, 'delimiter','\n');
  headers = strsplit(char(header_row), ",");
  numCols = size(headers)(2);
  format = repmat('%s ', [1 numCols]);
  ca = textscan (csvStr, format, 'delimiter',',', 'endofline',"\n");
end

params = {'fx', 'GBPUSD', ...
          'tradeDate', '2017-08-22'}

r = request('dates', 'FxForwardDate', params)
ca = toCellArray(r);

ca

Request Body

Submit to generate...
Response

Submit to generate...

{
  "fx" : "GBPUSD",
  "tradeDate" : "2017-08-22"
}