WebCab Bonds Web Services for .NET v2.01

ForwardRates.ForwardRate Method 

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 ForwardRate(
   double firstZeroRate,
   double secondZeroRate,
   DateTime evaluationDate,
   DateTime firstMaturityDate,
   DateTime secondMaturityDate,
   string businessCalendarName
);

Parameters

firstZeroRate
The first of the two zero rates.
secondZeroRate
The second of the zero rates.
evaluationDate
The date when the forward rate is evaluated.
firstMaturityDate
The date of the maturity of the first zero rate.
secondMaturityDate
The date of the maturity of the second zero rate.
businessCalendarName
The name of one of the implemented business calendars, "London" by default.

See Also

ForwardRates Class | BasicBonds Namespace