getForwardRates
Get forward rates for input dates for
IRFunctionCurve
Description
computes discount factors for input dates for an F
= getForwardRates(CurveObj
,InpDates
)IRFunctionCurve
object.
getForwardRates
returns discrete forward rates for the
intervals input into this function. For example, running the following
code:
getForwardRates(irdc, {Date1, Date2, Date3})
[Settle,
Date1]
, [Date1, Date2]
, and [Date2,
Date3]
.
adds optional name-value pair arguments. F
= getForwardRates(___,Name,Value
)