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forward rates donamp;#39;t really exist on their own they are implied by spot rates forward rates linked to different spot rates in order to solve for the implied forward rate all that I need to do is specify a spot rate curve spot rates are also called zero rates so we can call this a zero rate curve highlighted in orange here and plot it here in orange where Iamp;#39;ve just imagined a spot rate curve that starts at 3% and extends to a five-year spot or zero rate of 5.3% as Iamp;#39;ve said before itamp;#39;s important to specify or understand when we see an interest rate what is the compound frequency Iamp;#39;m following John hole here with continuous compounding so that means this 3% specifically is a one-year spot or zero rate of 3% per annum with continuous compounding the 4% is a 2-year spot or zero rate of four percent per annum with continuous compounding if I have the zero rates I can then extract the implied forward rates because by definition thatamp;#39;s what they
