07-23-2013
Install the whole repo??
Interesting concept I guess but stuff that.
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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
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), EquityOp-
tion(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)