QS.CURVE.FORWARD¶
Returns a DiscountCurveElement forward rate between two dates
Category: QuantSupport - Market.
- QS.CURVE.FORWARD(curve: text, start_date: text, end_date: text, compounding: text or blank, frequency: text or blank) number¶
- Parameters:
curve (text) – Discount-curve handle returned by QS.CURVE.GET or QS.CURVE.FLAT
start_date (text) – ISO date text in YYYY-MM-DD format
end_date (text) – ISO date text in YYYY-MM-DD format
compounding (text or blank) – Compounding convention; omitted or blank input defaults to Simple
frequency (text or blank) – Frequency for the rate convention; omitted or blank input defaults to Annual
- Returns:
Forward interest rate between the two dates as a decimal scalar (0.03 means 3%), using the curve’s day count and requested compounding/frequency.
- Return Type:
number
- Errors:
#VALUE! for invalid dates or rate conventions, an invalid/stale/wrong-type curve handle, or a forward-rate evaluation failure.
Formula¶
=QS.CURVE.FORWARD(curve, start_date, end_date, compounding, frequency)
Calculation¶
Runs on Excel’s main calculation thread.
Native Declaration¶
fn qs_curve_forward (curve : & str , start_date : & str , end_date : & str , compounding : Option < String > , frequency : Option < String > ,) -> Result < f64 , XllError >