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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),  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 http://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			 18 July 2008				CDS(1)

NAME | SYNOPSIS | DESCRIPTION | SEE ALSO | AUTHORS

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