Function fra_settlement 

pub fn fra_settlement<R: Scalar>(
    fra: &ForwardRateAgreement,
    view: &PricingView<'_, R>,
) -> Result<R, PricingError>

The FRA’s settlement amount, paid on the accrual start: the accrual difference discounted by the contract rate itself, side · N · τ · (r − K) / (1 + τ·r). The factor is the contract, not an approximation — paying the undiscounted difference at the accrual end is a different instrument, and one no market quotes.

Errors

Whatever the projection curve or the fixing store reports.