% 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 all determinable forward rates from spot rates}
\usage{
forward_matrix_from_z(z)
}
\arguments{
\item{z}{Numeric vector of annual effective spot rates.}
}
\value{
A numeric matrix.
}
\description{
Constructs an upper-left triangular matrix of annual effective forward rates
\eqn{f_{n,k}} implied by annual effective spot rates \eqn{z_1,\dots,z_m}.
}
\details{
Rows correspond to \eqn{n = 1,\dots,m-1} and columns correspond to
\eqn{k = 1,\dots,m-1}. Entries that are not determinable are returned as
\code{NA}.
}
\examples{
z <- c(0.03, 0.04, 0.05, 0.06, 0.07)
forward_matrix_from_z(z)

}
