1REPO(1)                     General Commands Manual                    REPO(1)
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NAME

6       Repo - Example of using QuantLib
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SYNOPSIS

9       Repo
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DESCRIPTION

12       Repo is an example of using the QuantLib interest-rate model framework.
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14       Repo  values  a  fixed-coupon  bond  repurchase  (repo). The repurchase
15       agreement example  is set up to use the repo rate to do all discounting
16       (including  the underlying bond income). Forward delivery price is also
17       obtained using this repo rate. All this is done by supplying the Fixed‐
18       CouponBondForward constructor with a flat repo YieldTermStructure.
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SEE ALSO

22       The  source  code  Repo.cpp,  BermudanSwaption(1),  Bonds(1), Callable‐
23       Bonds(1), CDS(1),  ConvertibleBonds(1),  DiscreteHedging(1),  EquityOp‐
24       tion(1),  FittedBondCurve(1),  FRA(1), MarketModels(1), MulticurveBoot‐
25       strapping(1), Replication(1), the QuantLib documentation and website at
26       https://www.quantlib.org.
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AUTHORS

30       The QuantLib Group (see Contributors.txt).
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32       This  manual  page was added by Dirk Eddelbuettel <edd@debian.org>, the
33       Debian GNU/Linux maintainer for QuantLib.
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37QuantLib                          07 Jul 2006                          REPO(1)