Spot rate formula
A spot rate of interest is the yield to maturity of a zero-coupon bond. Spot rates may be derived directly from discount factors using the following formula: Spot Graph and download economic data for 99-Year High Quality Market (HQM) Corporate Bond Spot Rate (HQMCB99YR) from Jan 1984 to Jan 2020 about bonds, 12 Sep 2019 Calculate and interpret the forward rate consistent with the spot rate and the interest rate in We can alternatively use the above formula as:.