Calculate Forward Rate from Discount Factors

Calculate the forward interest rate between two future time periods using their discount factors. Forward rates represent the implied future interest rate consistent with the current term structure. Used for FRA pricing, forward curve construction, and understanding market expectations of future rates. The calculation ensures no arbitrage between borrowing/lending at different maturities. [Tier: STANDARD, Credits: 2]

POST /quantlib/solver/finance/forward-rate

Calculate Forward Rate from Discount Factors

cURL

curl --request POST \
  --url https://api.fincept.in/quantlib/solver/finance/forward-rate \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "df1": 0.95,
  "df2": 0.9,
  "t1": 1,
  "t2": 2,
  "compounding": "simple"
}
'

200

{
  "success": true,
  "data": {
    "forward_rate": 0.0556
  }
}

Authorizations

X-API-Key · string · header · required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json

df1 · number · required

Discount factor at time t1

Example:

0.95

df2 · number · required

Discount factor at time t2

Example:

0.9

t1 · number · required

Start time in years

Example:

1

t2 · number · required

End time in years

Example:

2

compounding · enum<string> · default: simple

Compounding convention for the forward rate

Available options: simple, continuous, annual

Example:

"simple"

Response

200

application/json

Successful Response

success · boolean

Example:

true

data · object

Show child attributes