Re: Credit spread

Posted by CK TUNG on Jul 20, 2016; 10:23am
URL: http://quantlib.414.s1.nabble.com/Credit-spread-tp17604p17610.html

In fact what I need is an quantlib example on how to decompose a credit spread curve from corporate bond curve like this graph attached

> [hidden email] 於 18 Jul 2016 3:25 PM 寫道：
>
> Hi,
> assuming you are looking for CDS spreads you can look into Examples/CDS
> Best
> pp
>
> ----- Original Message -----
>> Hi,
>>
>> Just want to know if there is any example to calculate credit spread
>> using quantlib ?
>>
>>
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------------------------------------------------------------------------------
What NetFlow Analyzer can do for you? Monitors network bandwidth and traffic
patterns at an interface-level. Reveals which users, apps, and protocols are
consuming the most bandwidth. Provides multi-vendor support for NetFlow,
J-Flow, sFlow and other flows. Make informed decisions using capacity planning
reports.http://sdm.link/zohodev2dev
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