Spot and Forward Rates in Vanilla FX Options

1

Hi, I’m looking for a good place to put the swap and forward points around a Vanilla FX Option (Put/Call). Is there any guidance available on this?
Thanks & regards.

2

The standard FIX 5.0 fields for these attributes are:

  • For outright quote: BidForwardPoints(189) or OfferForwardPoints(191), For outright fill: LastForwardPoints(2365)
  • For swap quote: LegBidForwardPoints(1067) or LegOfferForwardPoints(1068), For swap fill: LegLastForwardPoints(1-73)
  • SwapPoints(1069)
3

Thank you Dean for the reply, much appreciated. This is for TCR>
Would we use different tags for the the reference rates (FX Options) vs those exchange rates used in trade types such as outrights/swaps etc?