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Forward Rates on QuantLib

Dear all,

I have bootstrapped the LIBOR curve and received the set of discount factors for tenors up to 5 years. I want to find the corresponding forward rates, but I am not sure how to calculate it, from the discount factors that I have computed.

I would like to know how to use the forwardrate function or the FRA helpers class. My goal is to get the forward rates for the various tenors.


Thank You,
Best,
Goutham
 
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