300Hours | pcunniff | Mentions https://300hours.com/members/pcunniff/activity/mentions/ Activity feed mentioning pcunniff. Fri, 18 Sep 2026 19:29:10 +0100 https://buddypress.org/?v= en-US 30 hourly 2 77cbacf00194e212ad325f8a26eafc28 Zee Tan replied to the topic How to calculate forward rates from spot rates in the forum CFA Level 1 https://300hours.com/f/cfa/level-1/t/forward-rates-from-spot/#post-98241 Fri, 14 May 2021 19:58:23 +0100 Hi @pcunniff, @mikey might chip in later but meanwhile I’ll have a go 😀

I’m actually not sure what you’re unsure about since you did the “1 year forward 2 years from now” example correctly.

The formula to calculate forward rates from spot rates is:

forward rate=(1+ra)ta(1+rb)tb-1

where:

  • ra​ = The spot rate for the bond of term ta​ per…

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