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

Class

@IRDataCurve

Syntax

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

Arguments

`CurveObj`	Interest-rate curve object that is constructed using `IRDataCurve`.
`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 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 values for the forward rates: 0 = actual/actual (default) 1 = 30/360 (SIA) 2 = actual/360 3 = actual/365 4 = 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/actual (ISDA) 13 = BUS/252 For 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

Data = [2.09 2.47 2.71 3.12 3.43 3.85 4.57 4.58]/100;
Dates = daysadd(today,[360 2*360 3*360 5*360 7*360 10*360 20*360 30*360],1);
irdc = IRDataCurve('Zero',today,Dates,Data);
irdc.getForwardRates(today+30:30:today+720)
ans =

    0.0174
    0.0180
    0.0187
    0.0193
    0.0199
    0.0205
    0.0212
    0.0218
    0.0224
    0.0230
    0.0237
    0.0243
    0.0249
    0.0255
    0.0262
    0.0268
    0.0274
    0.0280
    0.0287
    0.0293
    0.0299
    0.0305
    0.0312
    0.0318