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CDS
Langue: en
Version: 18 July 2008 (ubuntu - 24/10/10)
Section: 1 (Commandes utilisateur)
NAME
CDS - Example of Credit-Default Swap pricingSYNOPSIS
CDSDESCRIPTION
CDS is an example of using QuantLib.
It bootstraps a default-probability curve over a number of CDS and reprices them.
SEE ALSO
The source code CDS.cpp, BermudanSwaption(1), Bonds(1), CallableBonds(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), FittedBondCurve(1), FRA(1), MarketModels(1), Replication(1), Repo(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org.AUTHORS
The QuantLib Group (see Authors.txt).This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.
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