REPO(1)

✨ NAME ✨

Okay so the NAME is giving simple: Repo - Example of using QuantLib 💖

🎀 SYNOPSIS 🎀

Repo

🌸 DESCRIPTION 🌸

Okay bestie, so Repo is an example of using the QuantLib interest-rate model framework 🧚

Repo values a fixed-coupon bond repurchase, aka a repo 💅 The repurchase agreement example uses the repo rate for all discounting, including the underlying bond income. The forward delivery price comes from that same repo rate too. How? You feed the FixedCouponBondForward constructor a flat repo YieldTermStructure and it handles the rest 🫶

🦋 SEE ALSO 🦋

Literally all the best reads, iykyk 📚

• The source code Repo.cpp 💜
• BermudanSwaption(1) 🌈
• Bonds(1) ✨
• CallableBonds(1) 🍓
• CDS(1) 💀
• ConvertibleBonds(1) 🔥
• DiscreteHedging(1) 🙈
• EquityOption(1) 👑
• FittedBondCurve(1) 🧚
• FRA(1) 💖
• MarketModels(1) 🦋
• MulticurveBootstrapping(1) 🌸
• Replication(1) ⭐
• The QuantLib documentation and website at https://www.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. Main character energy, no cap 💅✨

Okay that's the whole tea, bestie 🌈 This page is from QuantLib, dated 07 Jul 2006, filed under REPO(1) 💖 Stay iconic 🦋