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forward interest rate

Former Member
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One can enter spot interest rate with transaction JBIRM

How to enter forward interest rate?

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Answers (1)

Answers (1)

Former Member
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Hi,

Forward rates are also maintained in there. But by forward rates what exactly you mean. Future rates are maintained with respect to the corresponding reference interest rate for those time period. The exact future rate is calculated in yield curve calculation.

What is the exact requirement when you specify future rates. Can you cite an example.

Regards,

Ravi