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CDS

CDS is a Tradable that represents a credit default swap, whereby a fixed amount is paid (received) in regular time intervals throughout the life of the swap in exchange for a single contingent payment.
The contingent payment is realized only if a predefined default event occurs before the swap's contractual maturity, in which case the swap is prematurely terminated.

The credit default swaps may exhibit the following attributes:
CDS::Quote Type
CDS::Direction
CDS::Claim Type

The pricing methodology is specified in
Model[CDS]

The following
functions are also available within CDS:
CDS Functions

The following QuantLib issues have been identified:
Issue::CDS_SuitableCreditCurve