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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), Callable- Bonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOp- tion(1), FittedBondCurve(1), MarketModels(1), MulticurveBootstrap- ping(1), Replication(1), Repo(1), the QuantLib documentation and web- site 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. QuantLib 07 Jul 2006 FRA(1)
NAME | SYNOPSIS | DESCRIPTION | SEE ALSO | AUTHORS
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