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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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