Finds the flat repurchase rate (repo rate) given a Fixed bond object and the details of the Forward Bond.

The Bond object that is to be queried must have been previously created via one of the FixedCouponBond creation functions within the CapeTools Bonds, CapeTools Forward Bonds, CapeTools Bonds (Yield) or CapeTools Bonds (Price) category of functions.

These functions would have returned a string 'KEY' which is to be passed to the 'BondKey' parameter of this function.

Please refer to the large number of enumeration functions present within the CapeTools Enums category of functions.

The CapeTools Enums category of functions return correct string codes that can be passed to parameters taking fixed string values defined by the library (ie - DayCount codes, frequency codes, currency codes, compounding codes, business day convention codes etc...).

You can thus execute these enumeration functions which return the proper code, instead of trying to remember the string code needed or making spelling mistakes which can be difficult to debug.

Double CTBondForwards.FwdImplyRepoRate( _
String BondKey, _
Long FwdDate, _
Double FwdPrice, _
COMPEnum compounding, _
FreqEnum Freq, _
DayCountEnum DayCount)

=CT.FWDBOND.ImplyRepoRate(
Excel String Cell BondKey,
Excel Numeric Cell FwdDate,
Excel Numeric Cell FwdPrice,
Excel String Cell compounding,
Excel String Cell Freq,
Excel String Cell DayCount)

static double FwdImplyRepoRate(
std::string BondKey,
long FwdDate,
double FwdPrice,
COMPEnum compounding,
FreqEnum Freq,
DayCountEnum DayCount);

System.Double CTBondForwardsSA.FwdImplyRepoRate(
System.String BondKey,
System.Int32 FwdDate,
System.Double FwdPrice,
CTIEnums.COMPEnum compounding,
CTIEnums.FreqEnum Freq,
CTIEnums.DayCountEnum DayCount);

The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.