risk with QuantLib

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risk with QuantLib

Nguyen Xuan Son
hi,
have any one developped quantlib for credit risk purpose?
I am willing to exchange on the subject.
Son



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Re: risk with QuantLib

Ferdinando M. Ametrano-3
[hidden email] wrote:

> have any one developped quantlib for credit risk purpose?
> I am willing to exchange on the subject.
no one I know of has worked on credit using QuantLib. See
http://quantlib.org/html/overview.html for few very basic possible
features to be developed I was considering.

ciao -- Nando