CDS Invenio 0.99.0 (Default branch)

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03-27-2008

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CDS Invenio 0.99.0 (Default branch)

CDS Invenio (formerly CDSware) is a suite ofapplications that provides the framework and toolsfor building and managing an autonomous digitallibrary server. It complies with the Open ArchivesInitiative metadata harvesting protocol (OAI-PMH)and uses MARC 21 as its underlying bibliographicstandard. Its flexibility and performance make ita comprehensive solution for the management ofdocument repositories of moderate to large size.

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LEARN ABOUT CENTOS

cds

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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