Forward Rate from a Discount Factor Curve
Last updated 9 November 2026
Function reference › Interest Rates › Forward Rate
1 GIAnalyzer function for Excel. Optional arguments are shown in [brackets].
GIA_IR_ForwardRatefromDFCurve
Returns the forward interest rate, given a discount factor curve.
GIA_IR_ForwardRatefromDFCurve(CurveDates, CurveRates, T0, T1, T2, Comp, Days, Interp)Returns: Forward interest rate
| Argument | Use | Description |
|---|---|---|
CurveDates | Required | The array of dates in the interest rate curve. |
CurveRates | Required | The array of rates in the interest rate curve. |
T0 | Required | The spot date. |
T1 | Required | The start date of the forward period. |
T2 | Required | The end date of the forward period. |
Comp | Required | The compounding basis of the forward interest rate (Annual, SemiAnnual, Quarterly, Simple, Continuous) |
Days | Required | The time basis of the forward interest rate (act/360, act/365, act/act, 30E/360, 30I/360) |
Interp | Required | The interpolation method (Linear, LogLinear, CubicSpline, Exponential) |