class_docstr: Prices forwards for odd dates which are not quoted using linear interpolation,
  eg. if we have forward points for 1W and 1M, and spot date but we want to price a 3W forward, or any arbitrary horizon
  date that lies in that interval
  
  Also calculates the implied deposit rate from FX spot, FX forward points and deposit rate.
class_docstr_tok: ["Prices","forwards","for","odd","dates","which","are","not","quoted","using","linear","interpolation",",","eg",".","if","we","have","forward","points","for","1W","and","1M",",","and","spot","date","but","we","want","to","price","a","3W","forward",",","or","any","arbitrary","horizon","date","that","lies","in","that","interval","Also","calculates","the","implied","deposit","rate","from","FX","spot",",","FX","forward","points","and","deposit","rate","."]
code: def __init__(self, market_df=None, quoted_delivery_df=None):
      self._calendar = Calendar()
      self._market_df = market_df
      self._quoted_delivery_df = quoted_delivery_df
  
file_path: finmarketpy/finmarketpy/curve/rates/fxforwardspricer.py
imports: import numpy
  import pandas
  from numba import guvectorize
  from findatapy.timeseries import Calendar
  from finmarketpy.util.marketconstants import MarketConstants
  from finmarketpy.curve.abstractpricer import AbstractPricer
label_desc: Use image node_id 1 to create a new FXForwardsPricer object from inherited base classes: AbstractPricer with example: obj = FXForwardsPricer(market_df, quoted_delivery_df)