confusion with forwards

i am slightly confused regarding the correct naming of forwards, as they are not quite consistent on schweser and the CFA curriculum when it comes to calculating spot rates from forwards and vice versa: a one year forward is noted in schweser as 1fx, while in CFA it would be 2fx (2 periods = one year). what am i not getting??

The CFAI text uses the bond equivalent yield (semi-annual rate) while the Schweser text uses the YTM.

ah, ok. this clears things up. silly that they interchanged it though.