[Lombra]

Yes, it's all there, but to break it down, here's what you'll need to do.

First set the backdrop of the frame to one with a solid texture and a edge size (border size) of 3, and color it black.

f:SetBackdrop({
	edgeFile = [[Interface\Buttons\WHITE8x8]],
	edgeSize = 3,
})
f:SetBackdropBorderColor(0, 0, 0)

To add the inner border stripe, you'll create a new frame, and set the backdrop on that. (which should appear on top if frame stratas are left untouched) Offset it from the edges by 1, set edge size to 1 and color it gray.

local iborder = CreateFrame("Frame", nil, f)
iborder:SetPoint("TOPRIGHT", -1, -1)
iborder:SetPoint("BOTTOMLEFT", 1, 1)
iborder:SetBackdrop({
	edgeFile = [[Interface\Buttons\WHITE8x8]],
	edgeSize = 1,
})
iborder:SetBackdropBorderColor(0.5, 0.5, 0.5)

There are other ways to do it, also.