The BondCovL01.lng Model

Bond portfolio/cash matching problem in LINGO.

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Given:
  cash needs in each of a series of future periods, what 
  collection of high quality bonds should we buy now,
  so to meet these needs with certainty (the bonds do not default)?;
We want to minimize initial cash needed;

Keywords:

Semi-Continuous | Covering | LINGO | @SEMIC | Bond portofolio | Cash flow matching | Defeasance | Maturity | Minimum buy |