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),   MulticurveBootstrap‐
22       ping(1),  Replication(1),  Repo(1), the QuantLib documentation and web‐
23       site at https://www.quantlib.org.
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AUTHORS

27       The QuantLib Group (see Contributors.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)