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)
