CapeTools Repo Curves
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In total there are 3 functions present within the CapeTools Repo Curves category of functions.
General Description
Given a list of repo instruments, these functions construct repurchase (repo) curves.
The repo curves generated here can be passed to the CapeTools Forward Bond or CapeTools Bond Options category of functions.
Function list.
- REPOYC_D - Creates a Repo (repurchase) rate curve using market repurchase (repo) rates.
- REPOYC_F - Creates a Repo (repurchase) rate curve using market repurchase (repo) rates.
- REPOYC_Z - Creates a Repo (repurchase) rate curve using market repurchase (repo) rates.
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