NAME 

FRA - Example of using QuantLib

SYNOPSIS 

FRA

DESCRIPTION 

FRA is an example of using the QuantLib interest-rate model framework.

FRA values a forward-rate agreement (FRA) at different forward dates under two yield curve assumptions. It thereby illustrates how set up a term structure, and to use it to price a simple forward-rate agreement.

SEE ALSO 

The source code FRA.cpp, bermudanswaption(1), convertiblebonds(1), discretehedging(1), equityoption(1), replication(1), repo(1), swapvaluation(1), the QuantLib documentation and website at .

AUTHORS 

The QuantLib Group (see Authors.txt).

This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.