Forward Rate Calculator

Uses annual-compounded zero-coupon spot yields; long maturity must exceed short maturity.

Uses annual-compounded zero-coupon spot yields; long maturity must exceed short maturity.

Your workbenchInputs are not stored

Result

Enter your values and run the tool to see your result.

How to use this tool

Check the units, enter your values, and run the tool. Results follow the assumptions and method below.

Calculation method

Implied forward annual yield(((1+long/100)^tlong/(1+short/100)^tshort)^(1/(tlong-tshort))-1)*100

References