term maturities and t gt t the f o n column represents the forward interpolated rate for each daily interval out the curve this rate is determined by using the following forward rate term rate t t u2212 term rate t t t u2212 t where t t are term maturities and t gt t the rate in the f o n column is applied to the decomposed trades decomposer 230 is one of the most significant elements of the present invention it is the function of decomposer 230 to decompose the original proposed con trade into a series of trades including a current trade if the start date is the current day and a series of forward trades once the trade matcher 220 has matched the proposed trades submitted by the parties 100 110 205 the decomposer 230 begins its decomposition process the first task undertaken by decomposer 230 is to generate the forward yield curve that is used to determine the u201c on market u201d rates that are to be applied to the forward trades in order to accomplish this function the decomposer 230 invokes the forward yield curve generator 235 as described above the generator 235 generates an interpolated forward yield curve from the most current market curve available at the time of the trade conversion the main factors in generating this forward yield curve are the rate for the original con trade agreed to by.