Implements the valuation of a market forward rate agreement using curves
(discount curve, forward curve).
The value of the forward rate agreement at its maturity time t is
(F(t)-K) / (1 + F(t) * dcf(periodStart,periodEnd))
where F(t) is the forward evaluated at maturity and
dcf(periodStart,periodEnd) is a given paymentOffset.
The value of the forward rate agreement returned for an earlier time is
the above payoff multiplied with the corresponding discount factor curve.
Note that this valuation ignores a possible convexity adjustment between
the forward and the discount factors since the above formula is not a
linear function of F. Put differently, if this product is used
to calibrate a forward curve to a forward rate agreement, then the
calibrated forward curve will include the convexity adjustment.