[−][src]Function hull_white::forward_libor_rate_now
pub fn forward_libor_rate_now(
maturity: f64,
delta: f64,
yield_curve: &dyn Fn(f64) -> f64
) -> f64
Returns forward Libor rate at current time
Examples
let maturity = 1.5; let delta = 0.25; //delta is the tenor of the Libor rate let yield_curve = |t:f64|0.05*t; //yield curve returns the "raw" yield (not divided by maturity) let forward_libor = hull_white::forward_libor_rate_now( maturity, delta, &yield_curve );