ForwardRate-class

<p>ForwardRate class abstracts a forward rate.
It has an additional term, that reffers to the forward period used to
compute the forward rate.</p>

Fixed income mathematics made easy. A rich set of functions
that helps with calculations of interest rates and fixed income.
It has objects that abstract interest rates, compounding factors, day count rules,
forward rates and term structure of interest rates.
Many interpolation methods and parametric curve models commonly used by practitioners
are implemented.

Wilson Freitas

ForwardRate-class: ForwardRate class

Description

Arguments