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CVAIRS(1)

CVAIRS1

Example of credit value adjustment for interest rate swap

Usage

CVAIRS

Overview

CVAIRS is an example of using QuantLib.

History

  • Debian 13 (Trixie) to Debian 12 (Bookworm): the text shown here
  • Debian 11 (Bullseye) to Debian 10 (Buster)
  • Debian 9 (Stretch)

Authors

The QuantLib Group (see Contributors.txt).

This manual page was added by Dirk Eddelbuettel <[email protected]>, the Debian GNU/Linux maintainer for QuantLib.

From quantlib-examples 1.38-1 in Debian 13 (Trixie). Parsed by carta from the page's man source.