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FRA(1) | General Commands Manual | FRA(1) |
NAME¶
FRA - Example of using QuantLibSYNOPSIS¶
FRADESCRIPTION¶
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 http://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.
07 Jul 2006 | QuantLib |