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), Bonds(1),
CallableBonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1),
EquityOption(1), FittedBondCurve(1), MarketModels(1), Replication(1),
Repo(1), SwapValuation(1), the QuantLib documentation and website at
http://quantlib.org.
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.