bionic (1) Repo.1.gz

Provided by: quantlib-examples_1.12-1_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.