HistoricPerformance

Analyze best and worst historical FX performance

Analyzes historical FX rate data to identify the best and worst performing periods that match the duration from today to the settlement date. The analysis looks back through 25 years of historical data to provide insights into potential volatility scenarios.

get/api-regulated/v1/best-worst-historic-fx-performance

Request

  • Base URL: https://api.currencyguard.com
  • URL: https://api.currencyguard.com/api-regulated/v1/best-worst-historic-fx-performance
  • Auth: HTTP bearer

Query parameters

settlementDatestring required

Settlement date for the analysis period, representing the end of the target duration

Example:2025-07-01T00:00:00Z
baseCurrencystring required

Base currency (domestic currency)

Example:GBP
quoteCurrencystring required

Quote currency (foreign currency)

Example:USD
payReceive'PAY' | 'RECEIVE' required

Indicates whether this is a pay or receive scenario

Example:RECEIVE
foreignAmountstring required

Amount in the foreign (quote) currency

guardAmountstring

Guard amount in the base (domestic) currency. When provided, delta amounts are calculated relative to this protected amount. Typically the guardAmount from a Guard quote.

Response

Analysis completed successfully

payReceive'PAY' | 'RECEIVE'

Indicates whether this is a PAY or RECEIVE scenario

foreignAmountnumber

The foreign currency amount being analyzed

guardAmountnumber

The guard amount in the base currency used as the delta baseline

quoteCurrencystring

The quote currency (foreign currency in the pair)

baseCurrencystring

The base currency (domestic currency in the pair)

todaystring

The reference date for the analysis (ISO8601 date format)

periodInDaysRemaininginteger

The duration of the target period in days (from today to settlement date)

explanationstring

Client-friendly explanation of the best/worst historic performance analysis

Example response

{
  "payReceive": "RECEIVE",
  "foreignAmount": 50000,
  "guardAmount": 36232,
  "quoteCurrency": "USD",
  "baseCurrency": "GBP",
  "today": "2025-01-02",
  "periodInDaysRemaining": 180,
  "performances": [
    {
      "performanceType": "BEST",
      "performancePercentage": 5.25,
      "startDate": "2008-09-15",
      "endDate": "2009-03-15",
      "windowSizeInDays": 180,
      "periodInYears": 25,
      "startRate": 1.3842,
      "endRate": 1.2156,
      "startAmount": 36120,
      "finalAmount": 41132,
      "deltaAmount": 5012
    }
  ]
}

Changes

No recorded changes to this operation across all 1 revision of this API.