CDS(1)

✨ CDS(1) — General Commands Manual 💖

Hi bestie, welcome to the CDS manual page, the one and only manual for the CDS program 🦋 It's a Unix command that's part of the QuantLib crew, and it is giving main character energy 👑

🌸 NAME

CDS — Example of Credit-Default Swap pricing 💅

🎀 SYNOPSIS

CDS

Literally just type CDS and go. No flags, no fuss, no cap 🫶

🧚 DESCRIPTION

Okay so, CDS is an example of using QuantLib ✨ It's basically a showcase program that shows you how the library works in practice 💜

Here's the vibe: it bootstraps a default-probability curve over a number of CDS and then reprices them 🔥 Bootstrapping, repricing, slay 💅 That's the whole thing, and honestly it's iconic ngl 😭

🦋 SEE ALSO

Lowkey, this is where you go to level up 📚

• The source code CDS.cpp 💻
• BermudanSwaption(1) 🌈
• Bonds(1) 🌈
• CallableBonds(1) 🌈
• ConvertibleBonds(1) 🌈
• DiscreteHedging(1) 🌈
• EquityOption(1) 🌈
• FittedBondCurve(1) 🌈
• FRA(1) 🌈
• MarketModels(1) 🌈
• MulticurveBootstrapping(1) 🌈
• Replication(1) 🌈
• Repo(1) 🌈
• The QuantLib documentation and website at https://www.quantlib.org 🍓

🫶 AUTHORS

The QuantLib Group, see Contributors.txt, are the ones who made this whole thing happen 💖

This manual page was added by Dirk Eddelbuettel <edd@debian.org>, who is the Debian GNU/Linux maintainer for QuantLib 🌸 Huge shoutout to them for writing up this page 👑

Bye bestie, and happy pricing 💅✨ This was the QuantLib manual page dated 18 July 2008, and honestly it's still giving 🎀🦋