CDS (1) Linux Manual Page
CDS – Example of Credit-Default Swap pricing SynopsisCDS DescriptionCDS 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), EquityOption(1), DiscreteHedging(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org. AuthorsThe QuantLib Group (see Authors.txt). This manual page was added by…
