ForwardRate: Forward rate
In grfiv/ustreasuries: Treasury Data Download, Fixed-Income Models and Derivative Analyses

The rate of interest for a period of time in the future implied by today's zero rates. (discrete compounding)

1	ForwardRate(SpotInterest1, Time1, SpotInterest2, Time2)

forward rate of inteest

grfiv/ustreasuries documentation built on May 17, 2019, 8:36 a.m.

grfiv/ustreasuries index

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