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CDS
Langue: en
Version: 18 July 2008 (fedora - 04/07/09)
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), EquityOption(1), DiscreteHedging(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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