Query: cds
OS: centos
Section: 1
Format: Original Unix Latex Style Formatted with HTML and a Horizontal Scroll Bar
CDS(1) General Commands Manual CDS(1)NAMECDS - Example of Credit-Default Swap pricingSYNOPSISCDSDESCRIPTIONCDS is an example of using QuantLib. It bootstraps a default-probability curve over a number of CDS and reprices them.SEE ALSOThe 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.AUTHORSThe 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)