getForwardRates

Get forward rates for input dates for `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) Scalar that sets the compounding frequency per year for the forward rates are:`−1` = Continuous compounding`1` = Annual compounding`2` = Semiannual compounding (default)`3` = Compounding three times per year`4` = Quarterly compounding`6` = Bimonthly compounding`12` = Monthly compounding `Basis` (Optional) Day-count basis for the forward rates:0 = actual/actual (default)1 = 30/360 (SIA)2 = actual/3603 = actual/3654 = 30/360 (BMA)5 = 30/360 (ISDA)6 = 30/360 (European)7 = actual/365 (Japanese)8 = actual/actual (ICMA)9 = actual/360 (ICMA)10 = actual/365 (ICMA)11 = 30/360E (ICMA) 12 = actual/365 (ISDA)13 = BUS/252For more information, see basis.

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

collapse all

Get Forward Rates For Input Dates For an `IRFunctionCurve`

This example shows how to get forward rates for input dates for an `IRFunctionCurve`.

```irfc = IRFunctionCurve('Forward',today,@(t) polyval([-0.0001 0.003 0.02],t)); getForwardRates(irfc, 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 0.0246 0.0249 0.0251 0.0253 0.0255 ```