% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/chapter15_variable_interest.R
\name{forward_matrix_from_z}
\alias{forward_matrix_from_z}
\title{Matrix of forward rates implied by spot rates}
\usage{
forward_matrix_from_z(z)
}
\arguments{
\item{z}{Numeric vector of at least two annual effective spot rates. Each
value must be greater than \code{-1}.}
}
\value{
A numeric matrix.
}
\description{
Constructs a matrix of annual effective forward rates. Rows correspond to
forward-start times \eqn{n=1,\ldots,m-1}; columns correspond to forward
periods \eqn{k=1,\ldots,m-1}. Entries requiring maturities beyond
\eqn{m} are returned as \code{NA}.
}
\examples{
forward_matrix_from_z(c(0.03, 0.04, 0.05, 0.06, 0.07))

}
