About MidPointCDSEngine

Posted by Carol Monroe on Nov 22, 2015; 6:24am
URL: http://quantlib.414.s1.nabble.com/About-MidPointCDSEngine-tp17106.html

Hi,

I'm really new to quant-finance and the whole programming thing. So please pardon me for any stupid questions.

I'm reviewing the CDS example provided and noticed that for pricing engine, midpointcdsengine is used. 

However, I can't find this engine in reference manual. Could you please kindly let me know why?

Many many thanks.

Best Regards,

Carol

------------------------------------------------------------------------------

_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users