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Provided by: quantlib-examples_1.17-2build1_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),
       MulticurveBootstrapping(1),   Replication(1),    the    QuantLib    documentation    and    website    at
       http://quantlib.org.


AUTHORS
       The QuantLib Group (see Contributors.txt).

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