Class for managing LIBOR forward rate agreements. A forward rate agreement is an agreement to exchange a fixed pre-agreed rate for a floating rate linked to LIBOR that is not known until some specified future fixing date. The FRA payment occurs on or soon after this date on the FRA settlement date. Typically the timing gap is two days. A FRA is used to hedge a Ibor quality loan or lend of some agreed notional amount. This period starts on the settlement date of the FRA and ends on the maturity date of the FRA. For example a 1x4 FRA relates to a Ibor starting in 1 month for a loan period ending in 4 months. Hence it links to 3-month Ibor rate. The amount received by a payer of fixed rate at settlement is: acc(1,2) * (Ibor(1,2) - FRA RATE) / (1 + acc(0,1) x Ibor(0,1)) So the value at time 0 is acc(1,2) * (FWD Ibor(1,2) - FRA RATE) x df(0,2) If the base date of the curve is before the value date then we forward adjust this amount to that value date. For simplicity I have assumed that the fixing date and the settlement date are the same date. This should be amended later. The valuation below incorporates a dual curve approach.