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CVAIRS(1)		    General Commands Manual		     CVAIRS(1)

NAME
       CVAIRS -	Example	of Credit Value	Adjustment for Interest	Rate Swap

SYNOPSIS
       CVAIRS

DESCRIPTION
       CVAIRS is an example of using QuantLib.

SEE ALSO
       The  source  code  CDS.cpp,  BermudanSwaption(1),  Bonds(1),  Callable-
       Bonds(1),  ConvertibleBonds(1),	DiscreteHedging(1),   EquityOption(1),
       FittedBondCurve(1),   FRA(1),   MarketModels(1),	  MulticurveBootstrap-
       ping(1),	Replication(1),	Repo(1), the QuantLib documentation  and  web-
       site at https://www.quantlib.org.

AUTHORS
       The QuantLib Group (see Contributors.txt).

       This  manual  page was added by Dirk Eddelbuettel <edd@debian.org>, the
       Debian GNU/Linux	maintainer for QuantLib.

QuantLib			 26 April 2016			     CVAIRS(1)

Want to link to this manual page? Use this URL:
<https://man.freebsd.org/cgi/man.cgi?query=CVAIRS&sektion=1&manpath=FreeBSD+Ports+15.0>

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