Antivirus Post: 302705027

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LEARN ABOUT HPUX

repo

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)

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