1CDS(1)                      General Commands Manual                     CDS(1)
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NAME

6       CDS - Example of Credit-Default Swap pricing
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SYNOPSIS

9       CDS
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DESCRIPTION

12       CDS is an example of using QuantLib.
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14       It  bootstraps  a  default-probability  curve  over a number of CDS and
15       reprices them.
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SEE ALSO

19       The  source  code  CDS.cpp,  BermudanSwaption(1),  Bonds(1),  Callable‐
20       Bonds(1),   ConvertibleBonds(1),  DiscreteHedging(1),  EquityOption(1),
21       FittedBondCurve(1), FRA(1), MarketModels(1),  Replication(1),  Repo(1),
22       SwapValuation(1),   the   QuantLib   documentation   and   website   at
23       http://quantlib.org.
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AUTHORS

27       The QuantLib Group (see Authors.txt).
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29       This manual page was added by Dirk Eddelbuettel  <edd@debian.org>,  the
30       Debian GNU/Linux maintainer for QuantLib.
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34QuantLib                         18 July 2008                           CDS(1)