Calculates the forward rate for a period of time between the `firstMaturity' and the `secondMaturity' when the continuously compounded zero rates for the `firstMaturity' and `secondMaturity' are known.
public double ForwardRateWithExplicitTime( doublefirstZeroRate, doublesecondZeroRate, doublefirstMaturity, doublesecondMaturity );
Parameters
firstZeroRate
The first of the two zero rates.
secondZeroRate
The second of the zero rates.
firstMaturity
The number of years expressed in decimal format of the maturity of the `firstZeroRate'.
secondMaturity
The number of years expressed in decimal format of the maturity of the `secondZeroRate'.