1FRA(1)                      General Commands Manual                     FRA(1)
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NAME

6       FRA - Example of using QuantLib
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SYNOPSIS

9       FRA
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DESCRIPTION

12       FRA is an example of using the QuantLib interest-rate model framework.
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14       FRA  values  a  forward-rate agreement (FRA) at different forward dates
15       under two yield curve assumptions. It thereby illustrates how set up  a
16       term structure, and to use it to price a simple forward-rate agreement.
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SEE ALSO

19       The source code FRA.cpp, BermudanSwaption(1), ConvertibleBonds(1), Dis‐
20       creteHedging(1), EquityOption(1), Replication(1),  Repo(1),  SwapValua‐
21       tion(1), the QuantLib documentation and website at http://quantlib.org.
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AUTHORS

25       The QuantLib Group (see Authors.txt).
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27       This  manual  page was added by Dirk Eddelbuettel <edd@debian.org>, the
28       Debian GNU/Linux maintainer for QuantLib.
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32QuantLib                          07 Jul 2006                           FRA(1)