FRA (1) - Linux Man Pages

FRA: Example of using QuantLib

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.

AUTHORS

The QuantLib Group (see Authors.txt).

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

SEE ALSO

The source code FRA.cpp, BermudanSwaption(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), Replication(1), Repo(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org.