CDS (1) Linux Manual Page

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), EquityOption(1), DiscreteHedging(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 [at] debian.org>, the Debian GNU/Linux maintainer for QuantLib.