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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),    FittedBondCurve(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.