About
A repurchase agreement (repo) is a form of short-term borrowing where securities are sold with an agreement to repurchase them at a specified price on a future date. This calculator helps determine the purchase price based on initial margin, calculates the haircut percentage, computes the repurchase amount including interest, and evaluates variation margin requirements when collateral values change during the repo period.
Initial Repo Setup
in millions
as percentage (%)
annual rate (%)
in days
Initial Calculations
Purchase Price
₹0.00
million
Haircut
0.00%
margin of safety
Repurchase Amount
₹0.00
million at maturity
Variation Margin Check
Check if additional collateral is needed or can be withdrawn when the security value changes during the repo period.
cannot exceed repo duration
in millions
Days Remaining
0
days until maturity
Required Collateral Value
₹0.00
million at current date
Variation Margin
₹0.00
status
Explanation
Enter values to see detailed calculation breakdown