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 <edd@debian.org>, the  Debian  GNU/Linux  maintainer  for
       QuantLib.

QuantLib                                          18 July 2008                                            CDS(1)