This is the command FRA that can be run in the OnWorks free hosting provider using one of our multiple free online workstations such as Ubuntu Online, Fedora Online, Windows online emulator or MAC OS online emulator
PROGRAM:
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.
Use FRA online using onworks.net services
