Re: QuantLib-users Digest, Vol 12, Issue 5

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Re: QuantLib-users Digest, Vol 12, Issue 5

Alex Urdea
Has anyone compiled a CDS MV calculator using quantlib?


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Subject: QuantLib-users Digest, Vol 12, Issue 5

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Re: CDS MV calculator (was Re: QuantLib-users Digest, Vol 12, Issue 5)

Luigi Ballabio
On Tue, 2007-05-15 at 14:58 -0400, Alex Urdea wrote:
> Has anyone compiled a CDS MV calculator using quantlib?

Not that I know of---are you interested in working on it?

Later,
        Luigi


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standards, n.:
The principles we use to reject other people's code.



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