tfutimprepo
Implied repo rates for Treasury bond future given price
Description
computes the implied repo rate that prevents arbitrage of Treasury bond futures,
given the clean price at the settlement and delivery dates.ImpliedRepo
= tfutimprepo(ReinvestData
,Price
,QtdFutPrice
,Settle
,MatFut
,ConvFactor
,CouponRate
,Maturity
)