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Performance issue in Linux
Post 302824885 by redwing471 on Friday 21st of June 2013 07:19:24 PM
06-21-2013
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LEARN ABOUT DEBIAN
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)