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Implied Forward Interest Rate Calculator — result sheet
Calculate the annualized forward rate implied by two annual spot rates and two maturities.
Inputs used
Results
Visual chart
Breakdown
Calculation steps
Returned data table
Formula and methodology
Formula: Forward growth = (1+long rate)^long years/(1+short rate)^short years; forward annual rate = growth^(1/(long years−short years))−1.
The result is the constant annual rate between the two maturities implied by the entered annual spot-rate curve.
This result follows the calculator's declared inputs, precision, validation boundaries, and model limits.
Input contract
- Short maturity spot rate — %; minimum -99.999; maximum 1000
- Long maturity spot rate — %; minimum -99.999; maximum 1000
- Short maturity — years; minimum 0; maximum 1000
- Long maturity — years; minimum 1.0E-6; maximum 1000
Worked example
| Input | Value |
|---|---|
| Short maturity spot rate | 4 |
| Long maturity spot rate | 5 |
| Short maturity | 1 |
| Long maturity | 3 |
Implied two-year forward rate ≈ 5.50%.
Assumptions and limits
- Rates use the same annual effective compounding convention.
- The long maturity is later than the short maturity and both growth bases are positive.
- Default risk, liquidity premia, day counts, and market-curve interpolation are not modeled.
Calculator note
Source and methodology
Use the official WorldCalculate methodology policy for the source, formula, precision, and boundary standards behind this calculator.
Planning estimate, not financial, medical, legal, or professional advice. © WorldCalculate — reuse with attribution. Built and curated by Hassan ALRowaie.
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