Provided by: quantlib-examples_1.1-2build1_amd64 bug

NAME

       Repo - Example of using QuantLib

SYNOPSIS

       Repo

DESCRIPTION

       Repo is an example of using the QuantLib interest-rate model framework.

       Repo  values  a  fixed-coupon bond repurchase (repo). The repurchase agreement example  is
       set up to use the repo rate to do all discounting (including the underlying bond  income).
       Forward  delivery  price  is  also  obtained  using  this  repo  rate. All this is done by
       supplying the FixedCouponBondForward constructor with a flat repo YieldTermStructure.

SEE ALSO

       The  source  code  Repo.cpp,  BermudanSwaption(1),  Bonds(1),  CallableBonds(1),   CDS(1),
       ConvertibleBonds(1),   DiscreteHedging(1),  EquityOption(1),  FittedBondCurve(1),  FRA(1),
       MarketModels(1), Replication(1), SwapValuation(1), the QuantLib documentation and  website
       at http://quantlib.org.

AUTHORS

       The QuantLib Group (see Authors.txt).

       This  manual  page  was  added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux
       maintainer for QuantLib.