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fra

Function fra 

pub(crate) fn fra(
    template: &Bound<'_, PyAny>,
    valuation: NaiveDate,
    start: &str,
    rate: f64,
    notional: f64,
) -> PyResult<PyRung>
Expand description

A forward-rate-agreement rung: the accrual starts start after the index’s spot date and runs one index period, quoted at rate. Labelled 3x6.