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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,