FRA1
Example of using quantlib
Usage
FRA
Overview
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.
Releases
10 releases since Debian 4.0 (Etch); the text changed 3 times.