1CVAIRS(1)                   General Commands Manual                  CVAIRS(1)
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NAME

6       CVAIRS - Example of Credit Value Adjustment for Interest Rate Swap
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SYNOPSIS

9       CVAIRS
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DESCRIPTION

12       CVAIRS is an example of using QuantLib.
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SEE ALSO

16       The  source  code  CDS.cpp,  BermudanSwaption(1),  Bonds(1),  Callable‐
17       Bonds(1),  ConvertibleBonds(1),  DiscreteHedging(1),   EquityOption(1),
18       FittedBondCurve(1),   FRA(1),   MarketModels(1),   MulticurveBootstrap‐
19       ping(1), Replication(1), Repo(1), the QuantLib documentation  and  web‐
20       site at https://www.quantlib.org.
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AUTHORS

24       The QuantLib Group (see Contributors.txt).
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26       This  manual  page was added by Dirk Eddelbuettel <edd@debian.org>, the
27       Debian GNU/Linux maintainer for QuantLib.
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31QuantLib                         26 April 2016                       CVAIRS(1)