Returns the forward rate between 2 dates.

All market information are derived from the Yieldcurve.

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.

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

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

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

System.Double CTQryCurvesSA.Forward(
System.Int32 Start,
System.Int32 EndDate,
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.