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forwardrate doesn't use interpolation #17

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wilsonfreitas opened this issue Nov 12, 2015 · 0 comments
Open

forwardrate doesn't use interpolation #17

wilsonfreitas opened this issue Nov 12, 2015 · 0 comments

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@wilsonfreitas
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wilsonfreitas commented Nov 12, 2015 •
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forwardrate method don't use interpolation, even when it is defined.
So, only valid terms can be used with this method.

Additionally:

  • t1 and t2 should be vectors
  • t1 and t2 should be defined with any units, for example years.
@wilsonfreitas wilsonfreitas changed the title forward rates forwardrate don't use interpolation May 29, 2022
@wilsonfreitas wilsonfreitas changed the title forwardrate don't use interpolation forwardrate doesn't use interpolation May 29, 2022
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