Model[CDS]__Forwards_In_Coupon_Period

Available

Corresponds to the QuantLib ForwardsInCouponPeriod::Flat.

As in [1], formula (52), second (error) term is included

Corresponds to the QuantLib ForwardsInCouponPeriod::Piecewise.

As in [1], but second term in formula (52) is not icluded