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.