CDS(1) General Commands Manual CDS(1) 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), FittedBond- Curve(1), FRA(1), MarketModels(1), MulticurveBootstrapping(1), Replica- tion(1), Repo(1), the QuantLib documentation and website at https://www.quantlib.org. AUTHORS The QuantLib Group (see Contributors.txt). This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the De- bian GNU/Linux maintainer for QuantLib. QuantLib 18 July 2008 CDS(1)
NAME | SYNOPSIS | DESCRIPTION | SEE ALSO | AUTHORS
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