CDS (1) - Linux Manuals

CDS: Example of Credit-Default Swap pricing

Command to display CDS manual in Linux: $ man 1 CDS

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.

AUTHORS

The QuantLib Group (see Authors.txt).

This manual page was added by Dirk Eddelbuettel <edd [at] debian.org>, the Debian GNU/Linux maintainer for QuantLib.

SEE ALSO

The source code CDS.cpp, BermudanSwaption(1), EquityOption(1), DiscreteHedging(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org.