Re: Fail to replicate ISDA Fair Value CDS Model

Posted by wwd1015 on May 30, 2017; 2:09am
URL: http://quantlib.414.s1.nabble.com/Fail-to-replicate-ISDA-Fair-Value-CDS-Model-tp18310p18317.html

Thanks for the reply, Luigi. I have attached the modified code as the attachment.

Alan