Last updated: 2023-03-16.
Module: tf_quant_finance.rates.analytics.forwards#
Collection of functions to compute properties of forwards.
Functions#
forward_rates(...): Computes forward rates from daycount fractions and discount factors.
forward_rates_from_yields(...): Computes forward rates given a set of zero rates.
yields_from_forward_rates(...): Computes yield rates from discrete forward rates.