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),
       MulticurveBootstrapping(1),   Replication(1),   Repo(1),   the  QuantLib  documentation  and  website  at
       http://quantlib.org.

AUTHORS

       The QuantLib Group (see Contributors.txt).

       This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the  Debian  GNU/Linux  maintainer  for
       QuantLib.