FRA - Example of using QuantLib

       The QuantLib Group (see Contributors.txt).

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

QuantLib                                           07 Jul 2006                                            FRA(1)

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.

       FRA - Example of using QuantLib

       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.

FRA