---
name: "CVAIRS"
section: "1"
platform: "linux"
package: "quantlib-examples"
version: "1.38-1"
release: "Debian 13 (Trixie)"
platforms: ["linux"]
url: "https://new.carta.tech/CVAIRS"
---

# CVAIRS(1)

Example of Credit Value Adjustment for Interest Rate Swap

## NAME

CVAIRS - Example of Credit Value Adjustment for Interest Rate Swap

## SYNOPSIS

**CVAIRS**

## DESCRIPTION

**CVAIRS** is an example of using *QuantLib*.

## SEE ALSO

The source code *CDS.cpp*, [**BermudanSwaption**(1)](/BermudanSwaption/1.md), [**Bonds**(1)](/Bonds/1.md), [**CallableBonds**(1)](/CallableBonds/1.md), [**ConvertibleBonds**(1)](/ConvertibleBonds/1.md), [**DiscreteHedging**(1)](/DiscreteHedging/1.md), [**EquityOption**(1)](/EquityOption/1.md), [**FittedBondCurve**(1)](/FittedBondCurve/1.md), [**FRA**(1)](/FRA/1.md), [**MarketModels**(1)](/MarketModels/1.md), [**MulticurveBootstrapping**(1)](/MulticurveBootstrapping/1.md), [**Replication**(1)](/Replication/1.md), [**Repo**(1)](/Repo/1.md), the QuantLib documentation and website at *https://www.quantlib.org*.

## AUTHORS

The QuantLib Group (see *Contributors.txt*).

This manual page was added by Dirk Eddelbuettel \<edd@debian.org\>, the Debian GNU/Linux maintainer for **QuantLib**.