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.

QuantLib                                           07 Jul 2006                                           REPO(1)