.\" Man page contributed by Dirk Eddelbuettel <edd@debian.org>
.\" and released under the Quantlib license
.TH FRA 1 "07 Jul 2006" QuantLib
.SH NAME
FRA - Example of using QuantLib
.SH SYNOPSIS
.B FRA
.SH DESCRIPTION
.PP
.B FRA
is an example of using the \fIQuantLib\fP interest-rate model framework.

.B 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.
.SH SEE ALSO
The source code
.IR FRA.cpp ,
.BR BermudanSwaption (1),
.BR Bonds (1),
.BR CallableBonds (1),
.BR CDS (1),
.BR ConvertibleBonds (1),
.BR DiscreteHedging (1),
.BR EquityOption (1),
.BR FittedBondCurve (1),
.BR MarketModels (1),
.BR MulticurveBootstrapping (1),
.BR Replication (1),
.BR Repo (1),
the QuantLib documentation and website at
.IR http://quantlib.org .

.SH AUTHORS
The QuantLib Group (see
.IR Contributors.txt ).

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