private double GetForwardRate(int index, double frequencyInYear, IDictionary<double, double> floatingRates)
{
  double targetRate;
  var previousFloatingRate = floatingRates.ElementAt(index - 1);
  var currentFloatingRate = floatingRates.ElementAt(index);
  var forwardRate = CalculateForwardRate(previousFloatingRate.Value
                  , currentFloatingRate.Value
                  , previousFloatingRate.Key, currentFloatingRate.Key);
  targetRate = ConvertForwardRateForTargetFrequency(forwardRate, frequencyInYear);
  return targetRate;
}

private double CalculateForwardRate(double currentRate, double nextRate, double currentPeriod, double nextPeriod)
{
  return nextRate + ((nextRate - currentRate) * ((currentPeriod) / (nextPeriod - currentPeriod)));
}

private double ConvertForwardRateForTargetFrequency(double forwardRate, double frequencyInYear)
{
  var numberOfPayementsEachYear = 1 / frequencyInYear;
  return numberOfPayementsEachYear * (Math.Exp((forwardRate / numberOfPayementsEachYear)) - 1);
}