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),  Bonds(1),  Callable‐
20       Bonds(1), CDS(1),  ConvertibleBonds(1),  DiscreteHedging(1),  EquityOp‐
21       tion(1),  FittedBondCurve(1), MarketModels(1), Replication(1), Repo(1),
22       SwapValuation(1),   the   QuantLib   documentation   and   website   at
23       http://quantlib.org.
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AUTHORS

27       The QuantLib Group (see Authors.txt).
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29       This  manual  page was added by Dirk Eddelbuettel <edd@debian.org>, the
30       Debian GNU/Linux maintainer for QuantLib.
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34QuantLib                          07 Jul 2006                           FRA(1)