bionic (1) CVAIRS.1.gz

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

NAME
       CVAIRS - Example of Credit Value Adjustment for Interest Rate Swap


SYNOPSIS
       CVAIRS


DESCRIPTION
       CVAIRS is an example of using QuantLib.


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.