Man page - fra(1)

Packages contains this manual

Package:  quantlib-examples
apt-get install quantlib-examples

Manual

FRA

NAME
SYNOPSIS
DESCRIPTION
SEE ALSO
AUTHORS

---

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), MulticurveBootstrapping (1), Replication (1), Repo (1), the QuantLib documentation and website at https://www.quantlib.org .

AUTHORS

The QuantLib Group (see Contributors.txt ).

This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib .

---