Get a simple forward rate between two dates.

Description

Get a simple forward rate between two dates.

Example Sheet

Caplet.xlsx

Arguments

  • curve (IDiscountingSource)The curve from which the forward is required.
  • startDate (Date)The start date of the required forward. Cannot be before the anchor date of the curve.
  • endDate (Date)The end date of the required forward. Must be after the startDate.
  • daycountConvention *(DayCountConvention)The convention that the simple rate will be used with.(Default value = ACT365)