/**
* Get anchor to detailed forward rate calculation
*
* @param CT1_Forward_Rate $f
* @param string $page_link
* @return string
*
* @access public
*/
private function get_anchor_forward(CT1_Forward_Rate $f, $page_link)
{
return "<a href='" . $page_link . "&request=explain_forward&forward_start_time=" . $f->get_start_time() . "&forward_end_time=" . $f->get_end_time() . "'>" . $f->get_i_effective() . "</a>";
}
public function get_forward_rates()
{
$spot_rates = $this->get_objects();
$terms = $this->get_sorted_terms();
$fs = new CT1_Forward_Rates();
for ($i = 0, $ii = $this->get_count(); $i < $ii; $i++) {
$end = $terms[$i];
if (0 == $i) {
$start = 0;
$i = $spot_rates[$end]->get_i_effective();
$f = new CT1_Forward_Rate($i, $start, $end);
$explanation_algebra = $spot_rates[$end]->get_label();
$exp[0]['right'] = $explanation_algebra;
$exp[1]['right'] = $f->get_i_effective();
} else {
$start = $terms[$i - 1];
$phi = $spot_rates[$end]->get_delta() * $end - $spot_rates[$start]->get_delta() * $start;
$phi = $phi / ($end - $start);
$f = new CT1_Forward_Rate(exp($phi) - 1, $start, $end);
$explanation_top = "\\left( 1 + " . $spot_rates[$end]->get_label() . " \\right)^{" . $end . "}";
$explanation_top_n = 1 + $spot_rates[$end]->get_i_effective() . "^{" . $end . "}";
$explanation_bot = "\\left( 1 + " . $spot_rates[$start]->get_label() . " \\right)^{" . $start . "}";
$explanation_bot_n = 1 + $spot_rates[$start]->get_i_effective() . "^{" . $start . "}";
$explanation = "\\frac{ " . $explanation_top . "}{" . $explanation_bot . "}";
$explanation_n = "\\frac{ " . $explanation_top_n . "}{" . $explanation_bot_n . "}";
$explanation_algebra = "\\left[ " . $explanation . "\\right]^{\\frac{1}{" . $end . "-" . $start . "}} - 1";
$explanation_numbers = "\\left[ " . $explanation_n . "\\right]^{\\frac{1}{" . $end . "-" . $start . "}} - 1";
$exp[0]['right'] = $explanation_algebra;
$exp[1]['right'] = $explanation_numbers;
$exp[2]['right'] = $f->get_i_effective();
}
$exp[0]['left'] = $f->get_label();
$this->explanation_forward_rates[$f->get_end_time()] = $exp;
$fs->add_object($f);
}
return $fs;
}
