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Approximate a repo yield curve with a constant rate


New Member
Hello everyone,

I am trying to price options and I am now considering the repo rate. All the datas I have are the repo yield curve. In the pricers I have, I consider a constant repo rate. My question is, is it possible to approximate the repo yield curve with a constant repo rate given the maturity of the option I want to price ? If yes, how can I do that ?

Thank you and have good day !