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Articles relating to Credit Default Swaps

Credit Default Swap (CDS) Pricing in Excel using QuantLib

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Free and open source QuantLib supports the precise valuation of Credit Default Swaps (CDS) in Excel.  Table Of Contents​ CDS Description Creating a slimmed-down CDS object in 13 secondsCreating a full-fledged CDS objectUnderstanding the main formulaBrowsing the contents of a created CDS objectUsing the CDS objectThe Price functionAddition...
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