Returns the compounded forward rate between 2 dates.

The index information is obtained from the Index template Key passed in.

The 'FLTLegFreq' parameter within the Index template object (created via the CreateDepoTemplate() function) must be less (in length) than the length of the dates passed into this function.

Thus you can have a forward period of six months, but the 'FLTLegFreq' parameter (within the Index template object) of one month (M).

In this case 6 fixing values will be compounded over this forward period.

This function requires the input of a YieldCurve object key, which must have been produced via a call to one of the YieldCurve (CapeTools Curves, CapeTools XCCY Curves or CapeTools Bond Curves) or Credit Default Curves (CapeTools Credit Curves) category of functions.

(You cannot use the DiscountCurve(), ForwardCurve(), ZeroCurve() or FlatYieldCurve() functions as these do not contain enough information for pricing.).

These functions would have returned a string 'KEY' which is to be passed to the 'YCKey' parameter of this function.

This function requires the input of a IndexKey template object key, which must have been produced via a call to CreateDepoTemplate(). This function would have returned a string 'KEY' which is to be passed to the 'IndexKeyTPL' parameter of this function.

Double CTQryCurves.CompForwardRate( _
Long Start, _
Long EndDate, _
String IndexKeyTPL, _
String YCKey)

=CT.MKT.CompForwardRate(
Excel Numeric Cell Start,
Excel Numeric Cell EndDate,
Excel String Cell IndexKeyTPL,
Excel String Cell YCKey)

static double CompForwardRate(
long Start,
long EndDate,
std::string IndexKeyTPL,
std::string YCKey);

System.Double CTQryCurvesSA.CompForwardRate(
System.Int32 Start,
System.Int32 EndDate,
System.String IndexKeyTPL,
System.String YCKey);

The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.