title: Quantlib : forecastingFixing() vs pastFixing()
body: <p>Quantlib has 2 methods as below:
  virtual Rate forecastFixing(const Date&amp; fixingDate) const = 0;
  Rate pastFixing(const Date&amp; fixingDate) const;</p>
  
  <p>Am I right in saying :</p>
  
  <ol>
  <li>forecastingFixing() method rely on yield curve constructed to get the
  rate?  and</li>
  <li>pastFixing() simply reads rate without help of any yield curve?</li>
  </ol>