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), 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 <[email protected]>, the Debian GNU/Linux maintainer for QuantLib.