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REPO(1)			    General Commands Manual		       REPO(1)

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	Fixed-
       CouponBondForward constructor with a flat repo YieldTermStructure.

SEE ALSO
       The  source  code  Repo.cpp,  BermudanSwaption(1),  Bonds(1), Callable-
       Bonds(1), CDS(1),  ConvertibleBonds(1),	DiscreteHedging(1),  EquityOp-
       tion(1),	 FittedBondCurve(1),  FRA(1), MarketModels(1), MulticurveBoot-
       strapping(1), Replication(1), the QuantLib documentation	and website at
       https://www.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)

Want to link to this manual page? Use this URL:
<https://man.freebsd.org/cgi/man.cgi?query=Repo&sektion=1&manpath=FreeBSD+Ports+15.0>

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