Forward curve given zero curve
In R2017b, the specification of optional input arguments has changed. While the
previous ordered inputs syntax is still supported, it may no longer be supported in
a future release. Use the new optional name-value pair inputs:
InputCompounding
, InputBasis
,
OutputCompounding
, and
OutputBasis
.
[
returns an implied forward rate curve given a zero curve and its maturity dates.
If either input for ForwardRates
,CurveDates
] = zero2fwd(ZeroRates
,CurveDates
,Settle
)CurveDates
or
Settle
is a datetime array,
CurveDates
is returned as a datetime array. Otherwise,
CurveDates
is returned as a serial date number.
ForwardRates
is the same for any of these input data
types.
[
adds optional name-value pair argumentsForwardRates
,CurveDates
] = zero2fwd(___,Name,Value
)
datetime
| disc2zero
| fwd2zero
| pyld2zero
| zbtprice
| zbtyield
| zero2disc
| zero2pyld
| getForwardRates
(Financial Instruments Toolbox)