.\" Man page contributed by Dirk Eddelbuettel <edd@debian.org>
.\" and released under the Quantlib license
.TH REPO 1 "07 Jul 2006" QuantLib
.SH NAME
Repo - Example of using QuantLib
.SH SYNOPSIS
.B Repo
.SH DESCRIPTION
.PP
.B Repo
is an example of using the \fIQuantLib\fP interest-rate model framework.

.B 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.

.SH SEE ALSO
The source code
.IR Repo.cpp ,
.BR BermudanSwaption (1),
.BR Bonds (1),
.BR CallableBonds (1),
.BR CDS (1),
.BR ConvertibleBonds (1),
.BR DiscreteHedging (1),
.BR EquityOption (1),
.BR FittedBondCurve (1),
.BR FRA (1),
.BR MarketModels (1),
.BR MulticurveBootstrapping (1),
.BR Replication (1),
the QuantLib documentation and website at
.IR https://www.quantlib.org .

.SH AUTHORS
The QuantLib Group (see
.IR Contributors.txt ).

This manual page was added by Dirk Eddelbuettel
<edd@debian.org>, the Debian GNU/Linux maintainer for
.BR QuantLib .