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 https://www.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.