public double ForwardSwapRate(double t, Vector T) { double den = (T[0] - t) * this.PZC(T[0]); for (int i = 0; i < (T.Length - 1); i++) den += (T[i + 1] - T[i]) * this.PZC(T[i + 1]); return (this.PZC(t) - this.PZC(T[T.Length - 1])) / den; }