FRA(1)

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version 1.43 · 2 versions
  • 1.43 · debian bookworm, debian trixie, fedora 43, fedora 44, ubuntu noble, ubuntu questing, ubuntu resolute, ubuntu stonking (latest)
  • 1.25 · ubuntu jammy
, in debian bookworm, debian trixie, fedora 43, fedora 44, ubuntu noble, ubuntu questing, ubuntu resolute, ubuntu stonking

✨ FRA(1) — General Commands Manual ✨

Okay bestie, let's get into FRA 💖 It's the manual page for the FRA example program, the one that shows off QuantLib! 🎀

👑 NAME

FRA - Example of using QuantLib 🦋

🌸 SYNOPSIS

FRA

Literally just type FRA and go. No flags, no drama 💅

💜 DESCRIPTION

Okay so FRA is an example of using the QuantLib interest-rate model framework 📈 It's giving "here's how it's done" energy ✨

FRA values a forward-rate agreement (FRA) at different forward dates under two yield curve assumptions 🔥 It's lowkey the coolest part, because you get to see both curve setups side by side. It shows how to set up a term structure and use it to price a simple forward-rate agreement. Main character energy, fr fr 🫶

🍓 SEE ALSO

The source code FRA.cpp is the place to look if you want the full tea ☕ Also check out BermudanSwaption(1), Bonds(1), CallableBonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), FittedBondCurve(1), MarketModels(1), MulticurveBootstrapping(1), Replication(1), and Repo(1) 🧚 Then there's the QuantLib documentation and website at https://www.quantlib.org 🌈 iykyk.

💅 AUTHORS

The QuantLib Group, see Contributors.txt, is the squad behind all of this 👑

This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib 🌟 Literally the reason we can read this page at all 🙈

Byeee, QuantLib 07 Jul 2006 FRA(1) 💖 Now go be the expert in your group chat, bestie 🦋✨

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