フォワードレート
r t 1 , t 2 = ( ( 1 + r 2 ) d 2 ( 1 + r 1 ) d 1 ) 1 d 2 − d 1 − 1 {\displaystyle r_{t_{1},t_{2}}=\left({\frac {(1+r_{2})^{d_{2}}}{(1+r_{1})^{d_{1}}}}\right)^{\frac {1}{d_{2}-d_{1}}}-1}