bionic (1) CDS.1.gz

Provided by: quantlib-examples_1.12-1_amd64 bug

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.