Entity objects describing a forward rate agreement (FRA).
A FRA takes place between two counterparties who agree to exchange the difference between a fixed and floating rate of interest at a future date.
Class Summary Class Description FraA forward rate agreement (FRA). Fra.BuilderThe bean-builder for
Fra.MetaThe meta-bean for
FraTradeA trade in a forward rate agreement (FRA). FraTrade.BuilderThe bean-builder for
FraTrade.MetaThe meta-bean for
ResolvedFraA forward rate agreement (FRA), resolved for pricing. ResolvedFra.BuilderThe bean-builder for
ResolvedFra.MetaThe meta-bean for
ResolvedFraTradeA trade in a forward rate agreement (FRA), resolved for pricing. ResolvedFraTrade.BuilderThe bean-builder for
ResolvedFraTrade.MetaThe meta-bean for
Enum Summary Enum Description FraDiscountingMethodA convention defining how to discount Forward Rate Agreements (FRAs).