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Operating Systems Linux Run PHP script when new email received Post 302462251 by Neo on Wednesday 13th of October 2010 04:18:07 PM
Old 10-13-2010
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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), 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. QuantLib 07 Jul 2006 FRA(1)
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