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cds(1) [debian man page]

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)

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