Price Bond from CDS Spread & Recovery Rate

[Alexis Chaupin]

Hi everyone,

I would like to use QuantLib for pricing Bonds from CDS Spread and Recovery Rate.

Is it already implemented in QL or do I need to do it myself?

It is the first time that I am using QL so any help will be appreciated.

Many thanks,

Alexis

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[Ferdinando M. Ametrano-2]

This is the common exam assignment for my students using QuantLibXL.
Not everything is properly packaged ready to be used, but it is easy enough

On Feb 17, 2014 9:03 PM, "Alexis Chaupin" <[hidden email]> wrote:

Hi everyone,

I would like to use QuantLib for pricing Bonds from CDS Spread and Recovery Rate.

Is it already implemented in QL or do I need to do it myself?

It is the first time that I am using QL so any help will be appreciated.

Many thanks,

Alexis

------------------------------------------------------------------------------
Managing the Performance of Cloud-Based Applications
Take advantage of what the Cloud has to offer - Avoid Common Pitfalls.
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[Luigi Ballabio]

Any directions, without giving up too much to your students? :)

Luigi

On Tue, Feb 18, 2014 at 7:55 AM, Ferdinando M. Ametrano
<[hidden email]> wrote:

> This is the common exam assignment for my students using QuantLibXL.
> Not everything is properly packaged ready to be used, but it is easy enough
>
> On Feb 17, 2014 9:03 PM, "Alexis Chaupin" <[hidden email]> wrote:
>>
>> Hi everyone,
>>
>> I would like to use QuantLib for pricing Bonds from CDS Spread and
>> Recovery Rate.
>> Is it already implemented in QL or do I need to do it myself?
>>
>> It is the first time that I am using QL so any help will be appreciated.
>>
>> Many thanks,
>> Alexis
>>
>>
>> ------------------------------------------------------------------------------
>> Managing the Performance of Cloud-Based Applications
>> Take advantage of what the Cloud has to offer - Avoid Common Pitfalls.
>> Read the Whitepaper.
>>
>> http://pubads.g.doubleclick.net/gampad/clk?id=121054471&iu=/4140/ostg.clktrk
>> _______________________________________________
>> QuantLib-users mailing list
>> [hidden email]
>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>
>
> ------------------------------------------------------------------------------
> Managing the Performance of Cloud-Based Applications
> Take advantage of what the Cloud has to offer - Avoid Common Pitfalls.
> Read the Whitepaper.
> http://pubads.g.doubleclick.net/gampad/clk?id=121054471&iu=/4140/ostg.clktrk
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

--
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

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