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# getForwardRates

Get forward rates for input dates for IRDataCurve

@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 compounding1 = Annual compounding2 = Semiannual compounding (default)3 = Compounding three times per year4 = Quarterly compounding6 = Bimonthly compounding12 = Monthly compounding Basis (Optional) Day-count basis values 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/actual (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

```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```

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