compute FX forward from broker's data

External question — Quantitative Finance Stack Exchange Author: 4pie0 Original post: https://quant.stackexchange.com/questions/7431 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. assume I have following delta-term vol data from broker: Spot 3.4550 O/N 1WK 2WK 3WK 1M 6WK 2M Volatility 7.544 7.7 7.731 7.911 8.025 8.18 8.4 Forward Points 0.0004 0.0021 0.0045 0.0063 0.0079 0.0106 0.0164 EUR Depo Rate 0.405 1.205 1.145 1.128 1.1 1.11 1.13 PLN Depo Rate 4.216 5.028 4.586 4.187 3.558 3.58 3.626 Butterfly 0.157 0.19 0.229 0.268 0.34 0.368 0.44 RiskReversal 0.35 0.45 0.567 0.683 0.9 0.983 1.2 is this for sure that $f=S+Forward Points$ so $f_{ON}=3.4550+ 0.0004=3.4554$ $f_{1M}=3.4550+ 0.0079=3.4629$ and so on, regardless delta quoting convensions and ATM convensions