Re: About MidPointCDSEngine

Posted by Jae Hyeon Yoo on Nov 23, 2015; 3:47am
URL: http://quantlib.414.s1.nabble.com/About-MidPointCDSEngine-tp17106p17108.html

Hello Carol,

Ive just found out the old reference manual of quantlib that decribes midpointcdsengine (the version 1.1-1)

( quantlib.sourcearchive.com/documentation/1.1-1/classQuantLib_1_1MidPointCdsEngine.html )

Now i am diving into reference history ( quantlib.org/reference/history.html )

Sorry for my poor knowledge. But i am very exciting now in quantlib world. it is a kind of masterpieces! Thank you for all developers and contributers!

Best regards,
Jae Hyeon Yoo

2015. 11. 23. 오후 1:12에 "Jae Hyeon Yoo" <[hidden email]>님이 작성:

Hello! I am also a newbie of Quantlib and i am just enjoying stuyding this fancy library.

Although I am a newbie i feel curious about your question and i want to find the answer with you

As you said, i also couldnt find midpointcdsengie. but i can find midpointcdoengine in reference manual.

i failed to find a history of reference manual why midpointcdsengine is not described. But i hope that it is helpful for you (and me) that there is CDO class is related to CDS.

( http://www.quantlib.org/reference/class_quant_lib_1_1_c_d_o.html )

Thank you for all gurus of quantlib,
Best regards,
Jae Hyeon Yoo

2015. 11. 22. 오후 4:06에 "Carol Monroe" <[hidden email]>님이 작성:

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

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