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FRA(1)			     General Commands Manual			  FRA(1)

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),  Fitted-
     BondCurve(1),  MarketModels(1), MulticurveBootstrapping(1), Replication(1),
     Repo(1),	  the	  QuantLib     documentation	 and	 website      at
     https://www.quantlib.org.

AUTHORS
     The QuantLib Group (see Contributors.txt).

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

QuantLib			   07 Jul 2006				  FRA(1)

Want to link to this manual page? Use this URL:
<https://man.freebsd.org/cgi/man.cgi?query=FRA&sektion=1&manpath=FreeBSD+Ports+15.1.quarterly>

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