CDS(1) 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.

AUTHORS

The QuantLib Group (see Authors.txt).

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

SEE ALSO

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