CVAIRS(1)

okay bestie, welcome to the General Commands Manual 📖✨ (yes, that's the section this lives in, iykyk)

✨ NAME ✨

CVAIRS, aka an example of Credit Value Adjustment for Interest Rate Swap 💅 finance-nerd main character energy, no cap 🦋

🎀 SYNOPSIS 🎀

CVAIRS

the synopsis is literally just the name, that's the whole thing 💖

🌸 DESCRIPTION 🌸

ngl this one's simple: CVAIRS is an example of using QuantLib 🧚 it's a showcase, so you can see how the library gets used in practice ✨

🦋 SEE ALSO 🦋

okay so if you want more, go check these out, they're all giving 🔥

• 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 made the whole thing, so give them their flowers 💜 (their names are in Contributors.txt, go be obsessed with them)

this manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib 🫶 absolute legend behavior

that's a wrap, bestie 🌸 this page is from QuantLib, last updated 26 April 2016, and it's CVAIRS(1) forever 💅✨