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  2. Heath–Jarrow–Morton framework - Wikipedia

    en.wikipedia.org/wiki/Heath–Jarrow–Morton...

    When the volatility and drift of the instantaneous forward rate are assumed to be deterministic, this is known as the Gaussian Heath–Jarrow–Morton (HJM) model of forward rates. [ 1 ] : 394 For direct modeling of simple forward rates the Brace–Gatarek–Musiela model represents an example.

  3. Forward rate - Wikipedia

    en.wikipedia.org/wiki/Forward_rate

    The forward rate is the future yield on a bond. It is calculated using the yield curve . For example, the yield on a three-month Treasury bill six months from now is a forward rate .

  4. Investors Need to Know the 2 Ways to Calculate This Rate - AOL

    www.aol.com/investors-know-2-ways-calculate...

    A forward rate can be one of two things. In most usage, forward rates estimate the interest that an investment or loan will pay in the future. You can use it to predict the yield you will get on a …

  5. Forward curve - Wikipedia

    en.wikipedia.org/wiki/Forward_curve

    The forward curve is a function graph in finance that defines the prices at which a contract for future delivery or payment can be concluded today. For example, a futures contract forward curve is prices being plotted as a function of the amount of time between now and the expiry date of the futures contract (with the spot price being the price at time zero).

  6. Forward exchange rate - Wikipedia

    en.wikipedia.org/wiki/Forward_exchange_rate

    The forward exchange rate depends on three known variables: the spot exchange rate, the domestic interest rate, and the foreign interest rate. This effectively means that the forward rate is the price of a forward contract, which derives its value from the pricing of spot contracts and the addition of information on available interest rates.

  7. LIBOR market model - Wikipedia

    en.wikipedia.org/wiki/LIBOR_market_model

    For each single forward rate the model corresponds to the Black model. The novelty is that, in contrast to the Black model, the LIBOR market model describes the dynamic of a whole family of forward rates under a common measure. The question now is how to switch between the different -Forward measures.

  8. Smith–Wilson method - Wikipedia

    en.wikipedia.org/wiki/Smith–Wilson_method

    The Smith–Wilson method is a method for extrapolating forward rates. It is recommended by EIOPA to extrapolate interest rates. It was introduced in 2000 by A. Smith and T. Wilson for Bacon & Woodrow .

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