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.