View source: R/TermStructure.R
Calculate forward rate given a vector of spot rates
1 | Forward.Rate(term.structure, forward.tenor, type = "C")
|
term.structure |
an S4 object of the type TermStructure |
forward.tenor |
the forward tenor stated in months. For example the two-year forward rate is specified as 24. |
type |
the calculation type "P" periodic or "C" continuous |
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