This is the command Repo that can be run in the OnWorks free hosting provider using one of our multiple free online workstations such as Ubuntu Online, Fedora Online, Windows online emulator or MAC OS online emulator
PROGRAM:
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.
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