CDS(1)

CDS1

Example of credit-default swap pricing

Usage

CDS

Overview

CDS is an example of using QuantLib.

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

Releases

8 releases since Debian 6.0 (Squeeze); the text changed 2 times.

  1. 6.0–9
  2. 10–11
  3. 12–13

Authors

The QuantLib Group (see Contributors.txt).

This manual page was added by Dirk Eddelbuettel <[email protected]>, the Debian GNU/Linux maintainer for QuantLib.

From quantlib-examples 1.38-1 in Debian 13 (Trixie). Parsed by carta from the page's man source.