Rechercher une page de manuel
FRA
Langue: en
Version: 07 Jul 2006 (ubuntu - 24/10/10)
Section: 1 (Commandes utilisateur)
NAME
FRA - Example of using QuantLibSYNOPSIS
FRADESCRIPTION
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.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre