Function instantaneous_forward 

pub fn instantaneous_forward<R: Scalar>(
    curve: &dyn YieldCurve<R>,
    date: NaiveDate,
) -> Result<R, CurveError>

The instantaneous forward f(0, date) off curve, in the mode: a forward difference of −ln P(0, ·) over the one day from date — the same stencil the lattice fit uses for its terminal displacement, so the two agree on the number.

Forward, not centred: on a curve read log-linearly between dated pillars the forward is flat on each segment and jumps at a pillar, and a model state at date carries the rate of the segment it is entering. One day never straddles a pillar, so this is that rate exactly; a centred week blended two segments whenever a pillar fell within three days, which moved every lattice exercise value near a pillar.

Errors

Whatever the curve reports for the stencil’s two dates.