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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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