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Man Pages
CDS(1) FreeBSD General Commands Manual CDS(1)

CDS - Example of Credit-Default Swap pricing

CDS

CDS is an example of using QuantLib.

It bootstraps a default-probability curve over a number of CDS and reprices them.

The source code CDS.cpp, BermudanSwaption(1), Bonds(1), CallableBonds(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), FittedBondCurve(1), FRA(1), MarketModels(1), MulticurveBootstrapping(1), Replication(1), Repo(1), the QuantLib documentation and website at http://quantlib.org.

The QuantLib Group (see Contributors.txt).

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

18 July 2008 QuantLib
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