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.\" Man page contributed by Dirk Eddelbuettel <edd@debian.org>
.\" and released under the Quantlib license
.TH CDS 1 "18 July 2008" QuantLib
.SH NAME
CDS - Example of Credit-Default Swap pricing
.SH SYNOPSIS
.B CDS
.SH DESCRIPTION
.PP
.B CDS
is an example of using \fIQuantLib\fP.
It bootstraps a default-probability curve over a number of
CDS and reprices them.
.SH SEE ALSO
The source code
.IR CDS.cpp ,
.BR BermudanSwaption (1),
.BR Bonds (1),
.BR CallableBonds (1),
.BR ConvertibleBonds (1),
.BR DiscreteHedging (1),
.BR EquityOption (1),
.BR FittedBondCurve (1),
.BR FRA (1),
.BR MarketModels (1),
.BR MulticurveBootstrapping (1),
.BR Replication (1),
.BR Repo (1),
the QuantLib documentation and website at
.IR https://www.quantlib.org .
.SH AUTHORS
The QuantLib Group (see
.IR Contributors.txt ).
This manual page was added by Dirk Eddelbuettel <edd@debian.org>,
the Debian GNU/Linux maintainer for
.BR QuantLib .
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