NAME¶

CVAIRS - Example of Credit Value Adjustment for Interest Rate Swap

SYNOPSIS¶

CVAIRS

DESCRIPTION¶

CVAIRS is an example of using QuantLib.

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), Replication(1), Repo(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org.

AUTHORS¶

The QuantLib Group (see Authors.txt).

This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.