CVAIRS - Example of Credit Value Adjustment for Interest Rate Swap
CVAIRS is an example of using QuantLib.
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.