Open wilsonfreitas opened 8 years ago
forwardrate method don't use interpolation, even when it is defined. So, only valid terms can be used with this method.
forwardrate
Additionally:
t1
t2
units
forwardrate
method don't use interpolation, even when it is defined. So, only valid terms can be used with this method.Additionally:
t1
andt2
should be vectorst1
andt2
should be defined with anyunits
, for example years.