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Full Discussion: Solaris Source
Operating Systems Solaris Solaris Source Post 43564 by jsilva on Wednesday 19th of November 2003 06:05:52 AM
Old 11-19-2003
Hi,

I have the source because I have signed the agreement some time ago, but my upload link is too slow... and Sun doesn't allow me to distribute the source, as you may know... why don't you contact them and tell them that you lost the source ?
They already have your signed agreement, so I think there's no problem... Use the contact they recommend on the source program page http://www.sun.com/service/contacting/sales.html .
 

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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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