Fwd Tenor Lengths
Key Fwd Tenor Lengths of function Implied Values in Yield Curverefers to the array of forward tenors that must be part of the output, expressed in annual units.
Entering an empty array here is allowed and will produce a table without any columns containing forward data.
Entering just one element, for example the number 0.5, will result in the additional production of two columns containing the forward discount factors and the forward rates respectively, both referring to a forward tenor of 0.5 years.
Each additional element will lead to the production of an additional pair of columns in a similar fashion.