CDS
CDS
Section: User Commands (1) Updated: 18 July 2008 Local index
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NAME
CDS - Example of Credit-Default Swap pricing
SYNOPSIS
CDS
DESCRIPTION
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.
Index
- NAME
-
- SYNOPSIS
-
- DESCRIPTION
-
- SEE ALSO
-
- AUTHORS
-
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Time: 21:09:51 GMT, April 16, 2011