1FRA(1) General Commands Manual FRA(1)
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6 FRA - Example of using QuantLib
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9 FRA
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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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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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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)