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) 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/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

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