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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), 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			  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+15.1.quarterly>

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