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.

QuantLib                                           07 Jul 2006                                           REPO(1)