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.\" Man page contributed by Dirk Eddelbuettel <edd@debian.org>
.\" and released under the Quantlib license
.TH FRA 1 "07 Jul 2006" QuantLib
.SH NAME
FRA - Example of using QuantLib
.SH SYNOPSIS
.B FRA
.SH DESCRIPTION
.PP
.B FRA
is an example of using the \fIQuantLib\fP interest-rate model framework.
.B 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.
.SH SEE ALSO
The source code
.IR FRA.cpp ,
.BR BermudanSwaption (1),
.BR ConvertibleBonds (1),
.BR DiscreteHedging (1),
.BR EquityOption (1),
.BR Replication (1),
.BR Repo (1),
.BR SwapValuation (1),
the QuantLib documentation and website at
.IR http://quantlib.org .
.SH AUTHORS
The QuantLib Group (see
.IR Authors.txt ).
This manual page was added by Dirk Eddelbuettel
<edd@debian.org>, the Debian GNU/Linux maintainer for
.BR QuantLib .
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