Is there code for valuing a standard credit default swap? i see cdsoption and some other related things, though I am not finding a plain CDS

[ElMariachi]

where is this located in the project tree?
------------------------------------------------------------------------------
Download new Adobe(R) Flash(R) Builder(TM) 4
The new Adobe(R) Flex(R) 4 and Flash(R) Builder(TM) 4 (formerly
Flex(R) Builder(TM)) enable the development of rich applications that run
across multiple browsers and platforms. Download your free trials today!
http://p.sf.net/sfu/adobe-dev2dev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Luigi Ballabio]

On Sun, 2010-10-17 at 06:45 -0400, luis cota wrote:
> where is this located in the project tree?

<ql/instruments/creditdefaultswap.hpp>
<ql/pricingengines/credit/*>

Luigi


--

I'd never join any club that would have the likes of me as a member.
-- Groucho Marx



------------------------------------------------------------------------------
Download new Adobe(R) Flash(R) Builder(TM) 4
The new Adobe(R) Flex(R) 4 and Flash(R) Builder(TM) 4 (formerly
Flex(R) Builder(TM)) enable the development of rich applications that run
across multiple browsers and platforms. Download your free trials today!
http://p.sf.net/sfu/adobe-dev2dev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[japari]

You also have an example and test-suite case
Examples/CDS/CDS.cpp
test-suite/creditdefaultswap.xpp

Rgds
Pepe

----- "Luigi Ballabio" <[hidden email]> a écrit :

> On Sun, 2010-10-17 at 06:45 -0400, luis cota wrote:
> > where is this located in the project tree?
>
> <ql/instruments/creditdefaultswap.hpp>
> <ql/pricingengines/credit/*>
>
> Luigi
>
>
> --
>
> I'd never join any club that would have the likes of me as a member.
> -- Groucho Marx
>
>
>
> ------------------------------------------------------------------------------
> Download new Adobe(R) Flash(R) Builder(TM) 4
> The new Adobe(R) Flex(R) 4 and Flash(R) Builder(TM) 4 (formerly
> Flex(R) Builder(TM)) enable the development of rich applications that
> run
> across multiple browsers and platforms. Download your free trials
> today!
> http://p.sf.net/sfu/adobe-dev2dev
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

------------------------------------------------------------------------------
Download new Adobe(R) Flash(R) Builder(TM) 4
The new Adobe(R) Flex(R) 4 and Flash(R) Builder(TM) 4 (formerly
Flex(R) Builder(TM)) enable the development of rich applications that run
across multiple browsers and platforms. Download your free trials today!
http://p.sf.net/sfu/adobe-dev2dev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Luigi Ballabio]

On Mon, 2010-10-18 at 12:31 +0200, [hidden email] wrote:
> You also have an example and test-suite case
> Examples/CDS/CDS.cpp
> test-suite/creditdefaultswap.xpp

Right, thanks.

Luigi


--

Everything that can be invented has been invented.
-- Charles Duell, Director of U.S. Patent Office, 1899



------------------------------------------------------------------------------
Download new Adobe(R) Flash(R) Builder(TM) 4
The new Adobe(R) Flex(R) 4 and Flash(R) Builder(TM) 4 (formerly
Flex(R) Builder(TM)) enable the development of rich applications that run
across multiple browsers and platforms. Download your free trials today!
http://p.sf.net/sfu/adobe-dev2dev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users