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FRA Overview
Two ActiveX-based FRA displays are provided, along with a zero curve based FRA pricing Excel worksheet.
FRA View
For a view of the current market use FRA View. This display shows a range of calendar run and IMM run FRAs alongside the underlying cash and Futures prices. Quickly switch exchanges as required.
FRA Quick View
To view individual FRA rates for specific dates and currencies use FRA Quick View.
Zero Curve FRA Pricing Worksheet
Within Excel FRA pricing based on Zero Curves is available: the FRA Pricing worksheet.