obb_02-07_modules_forex.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# 02.07 Modules: Forex\n",
    "\n",
    "> https://docs.openbb.co/sdk/guides/intros/forex"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "from openbb_terminal.sdk import openbb\n",
    "import pandas as pd\n",
    "#%matplotlib inline"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Adj Close</th>\n",
       "      <th>Volume</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-01-01</th>\n",
       "      <td>0.87910</td>\n",
       "      <td>0.88704</td>\n",
       "      <td>0.87905</td>\n",
       "      <td>0.88520</td>\n",
       "      <td>0.88520</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-08</th>\n",
       "      <td>0.88000</td>\n",
       "      <td>0.88587</td>\n",
       "      <td>0.87080</td>\n",
       "      <td>0.87282</td>\n",
       "      <td>0.87282</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-15</th>\n",
       "      <td>0.87593</td>\n",
       "      <td>0.88478</td>\n",
       "      <td>0.87454</td>\n",
       "      <td>0.88388</td>\n",
       "      <td>0.88388</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close  Adj Close  Volume\n",
       "date                                                             \n",
       "2022-01-01  0.87910  0.88704  0.87905  0.88520    0.88520       0\n",
       "2022-01-08  0.88000  0.88587  0.87080  0.87282    0.87282       0\n",
       "2022-01-15  0.87593  0.88478  0.87454  0.88388    0.88388       0"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "currency_pair = openbb.forex.load(\n",
    "    from_symbol='USD',\n",
    "    to_symbol='EUR',\n",
    "    start_date = '2022-01-01',\n",
    "    interval = '1week')\n",
    "\n",
    "currency_pair.head(3)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "[Average True Range](https://docs.openbb.co/sdk/guides/intros/forex#average-true-range)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Adj Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>ATRe_4</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-11-29</th>\n",
       "      <td>0.9665</td>\n",
       "      <td>0.9673</td>\n",
       "      <td>0.9616</td>\n",
       "      <td>0.9638</td>\n",
       "      <td>0.9638</td>\n",
       "      <td>0</td>\n",
       "      <td>0.015951</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
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      ],
      "text/plain": [
       "              Open    High     Low   Close  Adj Close  Volume    ATRe_4\n",
       "date                                                                   \n",
       "2022-11-29  0.9665  0.9673  0.9616  0.9638     0.9638       0  0.015951"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "weekly_atr = openbb.ta.atr(data = currency_pair, window = 4)\n",
    "currency_pair = currency_pair.join(weekly_atr)\n",
    "\n",
    "currency_pair.tail(1)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "[Forward Rates](https://docs.openbb.co/sdk/guides/intros/forex#average-true-range)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Ask</th>\n",
       "      <th>Bid</th>\n",
       "      <th>Mid</th>\n",
       "      <th>Points</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Expiration</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>Overnight</th>\n",
       "      <td>1.03739</td>\n",
       "      <td>1.03737</td>\n",
       "      <td>1.03738</td>\n",
       "      <td>0.6785</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Tomorrow Next</th>\n",
       "      <td>1.03739</td>\n",
       "      <td>1.03737</td>\n",
       "      <td>1.03738</td>\n",
       "      <td>0.7150</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Spot Next</th>\n",
       "      <td>1.03739</td>\n",
       "      <td>1.03737</td>\n",
       "      <td>1.03738</td>\n",
       "      <td>0.7050</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>One Week</th>\n",
       "      <td>1.03781</td>\n",
       "      <td>1.03779</td>\n",
       "      <td>1.03780</td>\n",
       "      <td>4.8950</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Two Weeks</th>\n",
       "      <td>1.03831</td>\n",
       "      <td>1.03828</td>\n",
       "      <td>1.03830</td>\n",
       "      <td>9.8450</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Three Weeks</th>\n",
       "      <td>1.03890</td>\n",
       "      <td>1.03887</td>\n",
       "      <td>1.03888</td>\n",
       "      <td>15.7100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>One Month</th>\n",
       "      <td>1.04057</td>\n",
       "      <td>1.04032</td>\n",
       "      <td>1.04044</td>\n",
       "      <td>31.3450</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Two Months</th>\n",
       "      <td>1.04257</td>\n",
       "      <td>1.04252</td>\n",
       "      <td>1.04254</td>\n",
       "      <td>52.3350</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Three Months</th>\n",
       "      <td>1.04491</td>\n",
       "      <td>1.04439</td>\n",
       "      <td>1.04465</td>\n",
       "      <td>73.4290</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Four Months</th>\n",
       "      <td>1.04714</td>\n",
       "      <td>1.04708</td>\n",
       "      <td>1.04711</td>\n",
       "      <td>98.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Five Months</th>\n",
       "      <td>1.04918</td>\n",
       "      <td>1.04912</td>\n",
       "      <td>1.04915</td>\n",
       "      <td>118.4000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Six Months</th>\n",
       "      <td>1.05127</td>\n",
       "      <td>1.05119</td>\n",
       "      <td>1.05123</td>\n",
       "      <td>139.2000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Seven Months</th>\n",
       "      <td>1.05358</td>\n",
       "      <td>1.05346</td>\n",
       "      <td>1.05352</td>\n",
       "      <td>162.1000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Eight Months</th>\n",
       "      <td>1.05558</td>\n",
       "      <td>1.05546</td>\n",
       "      <td>1.05552</td>\n",
       "      <td>182.1000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Nine Months</th>\n",
       "      <td>1.05770</td>\n",
       "      <td>1.05758</td>\n",
       "      <td>1.05764</td>\n",
       "      <td>203.3000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Ten Months</th>\n",
       "      <td>1.05990</td>\n",
       "      <td>1.05978</td>\n",
       "      <td>1.05984</td>\n",
       "      <td>225.3000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Eleven Months</th>\n",
       "      <td>1.06187</td>\n",
       "      <td>1.06175</td>\n",
       "      <td>1.06181</td>\n",
       "      <td>245.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>One Year</th>\n",
       "      <td>1.06375</td>\n",
       "      <td>1.06361</td>\n",
       "      <td>1.06368</td>\n",
       "      <td>263.7000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Two Years</th>\n",
       "      <td>1.08242</td>\n",
       "      <td>1.08190</td>\n",
       "      <td>1.08216</td>\n",
       "      <td>448.5000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Three Years</th>\n",
       "      <td>1.09482</td>\n",
       "      <td>1.09380</td>\n",
       "      <td>1.09431</td>\n",
       "      <td>570.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Four Years</th>\n",
       "      <td>1.10612</td>\n",
       "      <td>1.10510</td>\n",
       "      <td>1.10561</td>\n",
       "      <td>683.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Five Years</th>\n",
       "      <td>1.11842</td>\n",
       "      <td>1.11640</td>\n",
       "      <td>1.11741</td>\n",
       "      <td>801.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Six Years</th>\n",
       "      <td>1.12932</td>\n",
       "      <td>1.12680</td>\n",
       "      <td>1.12806</td>\n",
       "      <td>907.5000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Seven Years</th>\n",
       "      <td>1.14032</td>\n",
       "      <td>1.13680</td>\n",
       "      <td>1.13856</td>\n",
       "      <td>1012.5000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Ten Years</th>\n",
       "      <td>1.16942</td>\n",
       "      <td>1.16290</td>\n",
       "      <td>1.16616</td>\n",
       "      <td>1288.5000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                   Ask      Bid      Mid     Points\n",
       "Expiration                                         \n",
       "Overnight      1.03739  1.03737  1.03738     0.6785\n",
       "Tomorrow Next  1.03739  1.03737  1.03738     0.7150\n",
       "Spot Next      1.03739  1.03737  1.03738     0.7050\n",
       "One Week       1.03781  1.03779  1.03780     4.8950\n",
       "Two Weeks      1.03831  1.03828  1.03830     9.8450\n",
       "Three Weeks    1.03890  1.03887  1.03888    15.7100\n",
       "One Month      1.04057  1.04032  1.04044    31.3450\n",
       "Two Months     1.04257  1.04252  1.04254    52.3350\n",
       "Three Months   1.04491  1.04439  1.04465    73.4290\n",
       "Four Months    1.04714  1.04708  1.04711    98.0000\n",
       "Five Months    1.04918  1.04912  1.04915   118.4000\n",
       "Six Months     1.05127  1.05119  1.05123   139.2000\n",
       "Seven Months   1.05358  1.05346  1.05352   162.1000\n",
       "Eight Months   1.05558  1.05546  1.05552   182.1000\n",
       "Nine Months    1.05770  1.05758  1.05764   203.3000\n",
       "Ten Months     1.05990  1.05978  1.05984   225.3000\n",
       "Eleven Months  1.06187  1.06175  1.06181   245.0000\n",
       "One Year       1.06375  1.06361  1.06368   263.7000\n",
       "Two Years      1.08242  1.08190  1.08216   448.5000\n",
       "Three Years    1.09482  1.09380  1.09431   570.0000\n",
       "Four Years     1.10612  1.10510  1.10561   683.0000\n",
       "Five Years     1.11842  1.11640  1.11741   801.0000\n",
       "Six Years      1.12932  1.12680  1.12806   907.5000\n",
       "Seven Years    1.14032  1.13680  1.13856  1012.5000\n",
       "Ten Years      1.16942  1.16290  1.16616  1288.5000"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "fwd_eurusd = openbb.forex.fwd('USD', 'EUR')\n",
    "\n",
    "fwd_eurusd"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Not all currency pairs will have the same length of term structure."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Ask JPY/EUR</th>\n",
       "      <th>Bid JPY/EUR</th>\n",
       "      <th>Mid JPY/EUR</th>\n",
       "      <th>Points JPY/EUR</th>\n",
       "      <th>Ask USD/EUR</th>\n",
       "      <th>Bid USD/EUR</th>\n",
       "      <th>Mid USD/EUR</th>\n",
       "      <th>Points USD/EUR</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Expiration</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>Overnight</th>\n",
       "      <td>143.263</td>\n",
       "      <td>143.254</td>\n",
       "      <td>143.258</td>\n",
       "      <td>-0.6300</td>\n",
       "      <td>0.96398</td>\n",
       "      <td>0.96391</td>\n",
       "      <td>0.96394</td>\n",
       "      <td>-0.640</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Tomorrow Next</th>\n",
       "      <td>143.263</td>\n",
       "      <td>143.254</td>\n",
       "      <td>143.258</td>\n",
       "      <td>-0.5650</td>\n",
       "      <td>0.96397</td>\n",
       "      <td>0.96390</td>\n",
       "      <td>0.96394</td>\n",
       "      <td>-0.665</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Spot Next</th>\n",
       "      <td>143.263</td>\n",
       "      <td>143.254</td>\n",
       "      <td>143.258</td>\n",
       "      <td>-0.5950</td>\n",
       "      <td>0.96398</td>\n",
       "      <td>0.96390</td>\n",
       "      <td>0.96394</td>\n",
       "      <td>-0.650</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>One Week</th>\n",
       "      <td>143.263</td>\n",
       "      <td>143.254</td>\n",
       "      <td>143.258</td>\n",
       "      <td>-4.3100</td>\n",
       "      <td>0.96358</td>\n",
       "      <td>0.96351</td>\n",
       "      <td>0.96355</td>\n",
       "      <td>-4.585</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Two Weeks</th>\n",
       "      <td>143.262</td>\n",
       "      <td>143.253</td>\n",
       "      <td>143.258</td>\n",
       "      <td>-8.4600</td>\n",
       "      <td>0.96313</td>\n",
       "      <td>0.96305</td>\n",
       "      <td>0.96309</td>\n",
       "      <td>-9.175</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Three Weeks</th>\n",
       "      <td>143.262</td>\n",
       "      <td>143.253</td>\n",
       "      <td>143.257</td>\n",
       "      <td>-12.9500</td>\n",
       "      <td>0.96258</td>\n",
       "      <td>0.96250</td>\n",
       "      <td>0.96254</td>\n",
       "      <td>-14.655</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>One Month</th>\n",
       "      <td>143.261</td>\n",
       "      <td>143.252</td>\n",
       "      <td>143.256</td>\n",
       "      <td>-22.5615</td>\n",
       "      <td>0.96115</td>\n",
       "      <td>0.96106</td>\n",
       "      <td>0.96110</td>\n",
       "      <td>-29.010</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Two Months</th>\n",
       "      <td>143.258</td>\n",
       "      <td>143.249</td>\n",
       "      <td>143.254</td>\n",
       "      <td>-46.9950</td>\n",
       "      <td>0.95922</td>\n",
       "      <td>0.95912</td>\n",
       "      <td>0.95917</td>\n",
       "      <td>-48.365</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Three Months</th>\n",
       "      <td>143.256</td>\n",
       "      <td>143.246</td>\n",
       "      <td>143.251</td>\n",
       "      <td>-73.2230</td>\n",
       "      <td>0.95730</td>\n",
       "      <td>0.95720</td>\n",
       "      <td>0.95725</td>\n",
       "      <td>-67.560</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Four Months</th>\n",
       "      <td>143.252</td>\n",
       "      <td>143.243</td>\n",
       "      <td>143.248</td>\n",
       "      <td>-108.2150</td>\n",
       "      <td>0.95506</td>\n",
       "      <td>0.95495</td>\n",
       "      <td>0.95500</td>\n",
       "      <td>-90.020</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Five Months</th>\n",
       "      <td>143.249</td>\n",
       "      <td>143.240</td>\n",
       "      <td>143.245</td>\n",
       "      <td>-140.3550</td>\n",
       "      <td>0.95320</td>\n",
       "      <td>0.95308</td>\n",
       "      <td>0.95314</td>\n",
       "      <td>-108.630</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Six Months</th>\n",
       "      <td>143.246</td>\n",
       "      <td>143.237</td>\n",
       "      <td>143.241</td>\n",
       "      <td>-174.1000</td>\n",
       "      <td>0.95131</td>\n",
       "      <td>0.95119</td>\n",
       "      <td>0.95125</td>\n",
       "      <td>-127.530</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Seven Months</th>\n",
       "      <td>143.242</td>\n",
       "      <td>143.233</td>\n",
       "      <td>143.237</td>\n",
       "      <td>-210.7250</td>\n",
       "      <td>0.94924</td>\n",
       "      <td>0.94911</td>\n",
       "      <td>0.94917</td>\n",
       "      <td>-148.315</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Eight Months</th>\n",
       "      <td>143.239</td>\n",
       "      <td>143.230</td>\n",
       "      <td>143.234</td>\n",
       "      <td>-243.7550</td>\n",
       "      <td>0.94744</td>\n",
       "      <td>0.94731</td>\n",
       "      <td>0.94738</td>\n",
       "      <td>-166.295</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Nine Months</th>\n",
       "      <td>143.235</td>\n",
       "      <td>143.226</td>\n",
       "      <td>143.231</td>\n",
       "      <td>-279.3900</td>\n",
       "      <td>0.94556</td>\n",
       "      <td>0.94540</td>\n",
       "      <td>0.94548</td>\n",
       "      <td>-185.215</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Ten Months</th>\n",
       "      <td>143.232</td>\n",
       "      <td>143.222</td>\n",
       "      <td>143.227</td>\n",
       "      <td>-316.0750</td>\n",
       "      <td>0.94362</td>\n",
       "      <td>0.94344</td>\n",
       "      <td>0.94353</td>\n",
       "      <td>-204.725</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Eleven Months</th>\n",
       "      <td>143.228</td>\n",
       "      <td>143.219</td>\n",
       "      <td>143.223</td>\n",
       "      <td>-350.7450</td>\n",
       "      <td>0.94185</td>\n",
       "      <td>0.94167</td>\n",
       "      <td>0.94176</td>\n",
       "      <td>-222.490</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>One Year</th>\n",
       "      <td>143.225</td>\n",
       "      <td>143.215</td>\n",
       "      <td>143.220</td>\n",
       "      <td>-384.0500</td>\n",
       "      <td>0.94023</td>\n",
       "      <td>0.94003</td>\n",
       "      <td>0.94013</td>\n",
       "      <td>-238.755</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Two Years</th>\n",
       "      <td>143.188</td>\n",
       "      <td>143.177</td>\n",
       "      <td>143.183</td>\n",
       "      <td>-759.1650</td>\n",
       "      <td>0.92422</td>\n",
       "      <td>0.92373</td>\n",
       "      <td>0.92398</td>\n",
       "      <td>-400.290</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               Ask JPY/EUR  Bid JPY/EUR  Mid JPY/EUR  Points JPY/EUR  \\\n",
       "Expiration                                                             \n",
       "Overnight          143.263      143.254      143.258         -0.6300   \n",
       "Tomorrow Next      143.263      143.254      143.258         -0.5650   \n",
       "Spot Next          143.263      143.254      143.258         -0.5950   \n",
       "One Week           143.263      143.254      143.258         -4.3100   \n",
       "Two Weeks          143.262      143.253      143.258         -8.4600   \n",
       "Three Weeks        143.262      143.253      143.257        -12.9500   \n",
       "One Month          143.261      143.252      143.256        -22.5615   \n",
       "Two Months         143.258      143.249      143.254        -46.9950   \n",
       "Three Months       143.256      143.246      143.251        -73.2230   \n",
       "Four Months        143.252      143.243      143.248       -108.2150   \n",
       "Five Months        143.249      143.240      143.245       -140.3550   \n",
       "Six Months         143.246      143.237      143.241       -174.1000   \n",
       "Seven Months       143.242      143.233      143.237       -210.7250   \n",
       "Eight Months       143.239      143.230      143.234       -243.7550   \n",
       "Nine Months        143.235      143.226      143.231       -279.3900   \n",
       "Ten Months         143.232      143.222      143.227       -316.0750   \n",
       "Eleven Months      143.228      143.219      143.223       -350.7450   \n",
       "One Year           143.225      143.215      143.220       -384.0500   \n",
       "Two Years          143.188      143.177      143.183       -759.1650   \n",
       "\n",
       "               Ask USD/EUR  Bid USD/EUR  Mid USD/EUR  Points USD/EUR  \n",
       "Expiration                                                            \n",
       "Overnight          0.96398      0.96391      0.96394          -0.640  \n",
       "Tomorrow Next      0.96397      0.96390      0.96394          -0.665  \n",
       "Spot Next          0.96398      0.96390      0.96394          -0.650  \n",
       "One Week           0.96358      0.96351      0.96355          -4.585  \n",
       "Two Weeks          0.96313      0.96305      0.96309          -9.175  \n",
       "Three Weeks        0.96258      0.96250      0.96254         -14.655  \n",
       "One Month          0.96115      0.96106      0.96110         -29.010  \n",
       "Two Months         0.95922      0.95912      0.95917         -48.365  \n",
       "Three Months       0.95730      0.95720      0.95725         -67.560  \n",
       "Four Months        0.95506      0.95495      0.95500         -90.020  \n",
       "Five Months        0.95320      0.95308      0.95314        -108.630  \n",
       "Six Months         0.95131      0.95119      0.95125        -127.530  \n",
       "Seven Months       0.94924      0.94911      0.94917        -148.315  \n",
       "Eight Months       0.94744      0.94731      0.94738        -166.295  \n",
       "Nine Months        0.94556      0.94540      0.94548        -185.215  \n",
       "Ten Months         0.94362      0.94344      0.94353        -204.725  \n",
       "Eleven Months      0.94185      0.94167      0.94176        -222.490  \n",
       "One Year           0.94023      0.94003      0.94013        -238.755  \n",
       "Two Years          0.92422      0.92373      0.92398        -400.290  "
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "fwd_jpyeur = openbb.forex.fwd('JPY', 'EUR')\n",
    "fwd_pairs = fwd_jpyeur.join(fwd_usdeur, on = ['Expiration'], lsuffix = ' JPY/EUR', rsuffix=' USD/EUR')\n",
    "\n",
    "fwd_pairs"
   ]
  }
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