This example evaluates a repo on a fixed-coupon bond.
#include <ql/qldefines.hpp>
#ifdef BOOST_MSVC
#  include <ql/auto_link.hpp>
#endif
#include <ql/instruments/fixedratebondforward.hpp>
#include <ql/pricingengines/bond/discountingbondengine.hpp>
#include <ql/termstructures/yield/flatforward.hpp>
#include <ql/time/schedule.hpp>
#include <ql/time/calendars/nullcalendar.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <ql/time/daycounters/thirty360.hpp>
#include <boost/timer.hpp>
#include <iostream>
#include <iomanip>
#if defined(QL_ENABLE_SESSIONS)
}
#endif
int main(int, char* []) {
    try {
        boost::timer timer;
        std::cout << std::endl;
        Date repoSettlementDate(14,February,2000);;
         Date repoDeliveryDate(15,August,2000);
         
        Date bondIssueDate(15,September,1995);
         Date bondDatedDate(15,September,1995);
         Date bondMaturityDate(15,September,2005);
         
        
        Real bondCleanPrice = 89.97693786;
         Real bondRedemption = 100.0;
         Settings::instance().evaluationDate() = repoSettlementDate;
        bondCurve.
linkTo(boost::shared_ptr<YieldTermStructure>(
                                                       .01, 
                                                       bondDayCountConvention,
                                                       Compounded,
                                                       bondCouponFrequency)));
        
        Schedule bondSchedule(bondDatedDate, bondMaturityDate,
                               bondCalendar,bondBusinessDayConvention,
                              bondBusinessDayConvention,
                              DateGeneration::Backward,false);
        boost::shared_ptr<FixedRateBond> bond(
                                         faceAmount,
                                         bondSchedule,
                                         std::vector<Rate>(1,bondCoupon),
                                         bondDayCountConvention,
                                         bondBusinessDayConvention,
                                         bondRedemption,
                                         bondIssueDate));
        bond->setPricingEngine(boost::shared_ptr<PricingEngine>(
                                       new DiscountingBondEngine(bondCurve)));
        bondCurve.linkTo(boost::shared_ptr<YieldTermStructure> (
                                   bond->yield(bondCleanPrice,
                                               bondDayCountConvention,
                                               Compounded,
                                               bondCouponFrequency),
                                   bondDayCountConvention,
                                   bondCouponFrequency)));
        Position::Type fwdType = Position::Long;
        double dummyStrike = 91.5745;
        repoCurve.linkTo(boost::shared_ptr<YieldTermStructure> (
                                                       repoRate,
                                                       repoDayCountConvention,
                                                       repoCompounding,
                                                       repoCompoundFreq)));
                                     repoDeliveryDate,
                                     fwdType,
                                     dummyStrike,
                                     repoSettlementDays,
                                     repoDayCountConvention,
                                     bondCalendar,
                                     bondBusinessDayConvention,
                                     bond,
                                     repoCurve,
                                     repoCurve);
        cout << "Underlying bond clean price: "
             << bond->cleanPrice()
             << endl;
        cout << "Underlying bond dirty price: "
             << bond->dirtyPrice()
             << endl;
        cout << "Underlying bond accrued at settlement: "
             << bond->accruedAmount(repoSettlementDate)
             << endl;
        cout << "Underlying bond accrued at delivery:   "
             << bond->accruedAmount(repoDeliveryDate)
             << endl;
        cout << "Underlying bond spot income: "
             << bondFwd.spotIncome(repoCurve)
             << endl;
        cout << "Underlying bond fwd income:  "
             << bondFwd.spotIncome(repoCurve)/
                repoCurve->discount(repoDeliveryDate)
             << endl;
        cout << "Repo strike: "
             << dummyStrike
             << endl;
        cout << "Repo NPV:    "
             << bondFwd.NPV()
             << endl;
        cout << "Repo clean forward price: "
             << bondFwd.cleanForwardPrice()
             << endl;
        cout << "Repo dirty forward price: "
             << bondFwd.forwardPrice()
             << endl;
        cout << "Repo implied yield: "
             << bondFwd.impliedYield(bond->dirtyPrice(),
                                     dummyStrike,
                                     repoSettlementDate,
                                     repoCompounding,
                                     repoDayCountConvention)
             << endl;
        cout << "Market repo rate:   "
             << repoCurve->zeroRate(repoDeliveryDate,
                                    repoDayCountConvention,
                                    repoCompounding,
                                    repoCompoundFreq)
             << endl
             << endl;
        cout << "Compare with example given at \n"
             << "http://www.fincad.com/support/developerFunc/mathref/BFWD.htm"
             <<  endl;
        cout << "Clean forward price = 88.2408"
             <<  endl
             <<  endl;
        cout << "In that example, it is unknown what bond calendar they are\n"
             << "using, as well as settlement Days. For that reason, I have\n"
             << "made the simplest possible assumptions here: NullCalendar\n"
             << "and 0 settlement days."
             << endl;
        double seconds = timer.elapsed();
        seconds -= hours * 3600;
        seconds -= minutes * 60;
        cout << " \nRun completed in ";
        if (hours > 0)
            cout << hours << " h ";
        if (hours > 0 || minutes > 0)
            cout << minutes << " m ";
        cout << fixed << setprecision(0)
             << seconds << " s\n" << endl;
        return 0;
    } catch (exception& e) {
        cerr << e.what() << endl;
        return 1;
    } catch (...) {
        cerr << "unknown error" << endl;
        return 1;
    }
}