A free/open-source library for quantitative finance
Reference manual - version 1.20
ql
pricingengines
credit
credit Directory Reference
Files
file
integralcdsengine.hpp
Integral engine for credit default swaps.
file
isdacdsengine.hpp
ISDA engine for credit default swaps.
file
midpointcdsengine.hpp
Mid-point engine for credit default swaps.
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