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MaRDI QIDQ7386260CRANFDO

Authors Yanrong Song, Zijie Zhu, David Kane, Yang Lu, Heidi Chen, Yuanchu Dang, Kanishka Malik, Skylar Smith

Last update 19 December 2024

Copyright license File License

Software version identifier PACKAGES.rds, 0.6.1, 0.6.2

Description

Price credit default swaps using 'C' code from the International Swaps and Derivatives Association CDS Standard Model. See <https://www.cdsmodel.com/cdsmodel/documentation.html> for more information about the model and <https://www.cdsmodel.com/cdsmodel/cds-disclaimer.html> for license details for the 'C' code.

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