The Excel Derivatives Periscope



Fixed Rate Bond Forward is a child type of Forward Contract that represents a specialization where the underlying is a Fixed Rate Bond
If strike/forward price is desired, it can be obtained via the function
Fixed Rate Bond Forward::Forward Price. In this case, the strike variable in the constructor is irrelevant and will be ignored.
The pricing methodology is specified in
Model[Fixed Rate Bond Forward]

The following
functions are also available within Fixed Rate Bond Forward:
Fixed Rate Bond Forward Functions