Go to Deriscope's documentation start pageImpYC_Fwd_Spreaded

*ImpYC Fwd Spreaded* is a child type of ImpYC that represents the input data required to build a yield curve of which the instantaneous forward rates will exceed the corresponding rates of a given reference curve by a fixed amount.

Formally, if the supplied reference curve has the instantaneous forward rate *F(T)* for any maturity *T*, the corresponding rate for the implied curve will equal *F(T) + s*, where the spread *s* is a constant independent of the time *T*

It turns out from this definition that the same additive rule will then apply to the continuously compounded zero rates as well.

More specifically, if the supplied reference curve has the continuously compounded zero rate *r(T)* for any maturity *T*, the corresponding rate for the implied curve will equal *r(T) + s*