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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
       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)
NAME | SYNOPSIS | DESCRIPTION | SEE ALSO | AUTHORS

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