Function repo_records 

fn repo_records<R: Scalar>(
    repo: &Repo,
    view: &PricingView<'_, R>,
) -> Result<Records, PricingError>

A repo’s flows as records, on the repo curve its value reads:

• Principal, the near cash, while the start is still ahead;
• Repayment, the far amount — cash, interest and, for a buy/sell-back, the netted coupons — fixed or projected;
• ManufacturedCoupon, for a classic repo, each collateral coupon in the term owed back to the cash borrower, marked Informational: it is the collateral’s flow, not the cash leg’s, so it is outside the value;
• NettedCoupon, for a buy/sell-back, each coupon taken off the far leg, its rate the compounding factor to the far date, likewise Informational — the repayment row already carries it.

The non-informational rows’ pv sum to the value.