Deriscope

The Excel Derivatives Periscope

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Model[CDS]__Numerical_Fix

Numerical Fix refers to Corresponds to the QuantLib NumericalFix.
Available Numerical Fix types:
None
Corresponds to the QuantLib NumericalFix::None.
As in [1] footnote 26, i.e. 10^(-50) is added to denominators f(i) + h(i)
Taylor
Corresponds to the QuantLib NumericalFix::Taylor.
As in [2] i.e. for f(i) + h(i) < 10^(-4) a Taylor expansion is used to avoid zero denominators