Re: Bootstrapping default probabilities

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Bootstrapping-default-probabilities-tp8376p8380.html

On Thu, 2009-12-17 at 11:42 +0100, Jose Aparicio-Navarro wrote:
> Luigi, I am proposing patches to add cds index and relatives soon, but it also
> contains a few minor changes that could go in 1.0 if its not too late.

Ok for 1.0---I'd have the correct new CDS rules in there rather than the
old ones.  Send me a patch when you have the final version.

Thanks,
        Luigi


--

The surest way to make a monkey of a man is to quote him.
-- Robert Benchley



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