Returns the time \( t \) forward rate on the models forward curve.
Note: It is guaranteed that the random variable returned by this method is \( \mathcal{F}_{t} ) \)-measurable.
Parameters:
process - The discretization process generating this model. The process provides call backs for TimeDiscretization and allows calls to getProcessValue for timeIndices less or equal the given one.
time - The evaluation time.
periodStart - The period start of the forward rate.
Returns the time \( t \) forward bond derived from the numeraire, i.e., \( P(T;t) = E( \frac{N(t)}{N(T)} \vert \mathcal{F}_{t} ) \).
Note: It is guaranteed that the random variabble returned by this method is \( \mathcal{F}_{t} ) \)-measurable.
Parameters:
process - The discretization process generating this model. The process provides call backs for TimeDiscretization and allows calls to getProcessValue for timeIndices less or equal the given one.
Returns the time \( t \) forward rate on the models forward curve.
Note: It is guaranteed that the random variable returned by this method is \( \mathcal{F}_{t} ) \)-measurable.
Parameters:
process - The discretization process generating this model. The process provides call backs for TimeDiscretization and allows calls to getProcessValue for timeIndices less or equal the given one.
time - The evaluation time.
periodStart - The period start of the forward rate.