getForwardRates - Get forward rates for input dates for `IRFunctionCurve`

Class

@IRFunctionCurve

Syntax

F = getforwardrates(CurveObj, InpDates)
F = getforwardrates(CurveObj, InpDates,  'Parameter1', 
Value1, 'Parameter2', Value2, ...)

Arguments

`CurveObj`	Interest-rate curve object that is constructed using `IRFunctionCurve`.
`InpDates`	Vector of input dates using MATLAB date format. The input dates must be after the settle date.
`Compounding`	(Optional) Compounding values for the forward rates: -1 1 2 3 4 6 12
`Basis`	(Optional) Day-count basis for the forward rates: 0 = actual/actual 1 = 30/360 (SIA) 2 = actual/360 3 = actual/365 4 = 30/360 (PSA) 5 = 30/360 (ISDA) 6 = 30/360 (European) 7 = actual/365 (Japanese) 8 = actual/actual (ISMA) 9 = actual/360 (ISMA) 10 = actual/365 (ISMA) 11 = 30/360E (ISMA) 12 = actual/365 (ISDA) 13 = BUS/252

Description

F = getforwardrates(CurveObj, InpDates, 'Parameter1', Value1, 'Parameter2', Value2, ...) returns forward rates for the input dates. You must enter the optional arguments for Basis and Compounding as parameter/value pairs.

Examples

irfc = IRFunctionCurve('Forward',today,@(t) polyval([-0.0001 0.003 0.02],t));
irfc.getForwardRates(today+30:30:today+720)
ans =

    0.0202
    0.0205
    0.0207
    0.0210
    0.0212
    0.0215
    0.0217
    0.0219
    0.0222
    0.0224
    0.0226
    0.0229
    0.0231
    0.0233
    0.0235
    0.0238
    0.0240
    0.0242
    0.0244
    0.0247
    0.0249
    0.0251
    0.0253
    0.0255

getForwardRates - Get forward rates for input dates for IRFunctionCurve