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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) , CallableBonds(1) , ConvertibleBonds(1) , DiscreteHedging(1) , EquityOption(1) , Fitted-
BondCurve(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.
QuantLib 18 July 2008 CDS(1)
Man Page
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