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FRA - Example of using QuantLib

FRA(1) General Commands Manual FRA(1)

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.
07 Jul 2006 QuantLib