Forward rate
- Japanese
- フォワードレート
- Also known as
- Implied forward rate
- Last reviewed
- September 24, 2026
This is a draft, shown for review before publication.
A forward rate is the interest rate for a period that starts at one future date and ends at another, derived from today's spot rates.
Related terms
Explained in detail
Pages that use this term
- Compounding and Discounting
- Bootstrapping a Yield Curve
- The Multi-Curve Framework
- Curve Interpolation
- Forward Rate Agreements (FRA)
- Interest Rate Futures
- Valuing an Interest Rate Swap
- Amortizing Swaps
- Caps and Floors
- Bermudan Swaptions
- Fallbacks and Spread Adjustments
- The Black and Bachelier Models
- The Hull-White Model
- The LIBOR Market Model (LMM)
- The SABR Model
- Model Calibration