CVAIRS - Example of Credit Value Adjustment for Interest Rate Swap
CVAIRS
CVAIRS is an example of using QuantLib.
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.
The QuantLib Group (see Authors.txt).
This manual page was added by Dirk Eddelbuettel <edd AT debian DOT org>, the Debian GNU/Linux maintainer for QuantLib.