---
name: "FRA"
section: "1"
platform: "linux"
package: "quantlib-examples"
version: "1.38-1"
release: "Debian 13 (Trixie)"
platforms: ["linux"]
url: "https://carta.tech/man/FRA"
---

# FRA(1)

Example of using QuantLib

## 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)](/man/BermudanSwaption/1.md), [**Bonds**(1)](/man/Bonds/1.md), [**CallableBonds**(1)](/man/CallableBonds/1.md), [**CDS**(1)](/man/CDS/1.md), [**ConvertibleBonds**(1)](/man/ConvertibleBonds/1.md), [**DiscreteHedging**(1)](/man/DiscreteHedging/1.md), [**EquityOption**(1)](/man/EquityOption/1.md), [**FittedBondCurve**(1)](/man/FittedBondCurve/1.md), [**MarketModels**(1)](/man/MarketModels/1.md), [**MulticurveBootstrapping**(1)](/man/MulticurveBootstrapping/1.md), [**Replication**(1)](/man/Replication/1.md), [**Repo**(1)](/man/Repo/1.md), 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 Debian GNU/Linux maintainer for **QuantLib**.