Re: Credit curves
Posted by
Ferdinando M. Ametrano-3 on
Sep 26, 2007; 3:07pm
URL: http://quantlib.414.s1.nabble.com/Credit-curves-tp9816p9819.html
Hi Simon
> is there any developer out there planning to contribute a CDS / bond
> curves (using reduced form approach)? I wouldn't want to duplicate any work.
not anyone I know of. Go ahead: I look forward to your contribution.
ciao -- Nando
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