about FX forward using Quantlib

[ktchow1]

Hi all

I am newbie to Quantlib, and I am going implement FX forward by inheriting from forward instrument in Quantlib. May I know if it is correct if I make the following substitutions? Thank you very much in advanced.

Forward::discountCurve_ = domestic currency zero rate curve
Forward::incomeDiscountCurve_ = foreign currency zero rate curve