Pricing & Risk-Management of Credit-Default Swaps (CDS)
With renewed market stress in Q2 2022 we are seeing increased activity in CDS markets. With more than 13 years of experience with CDS valuation models we are happy to offer advice, licensing to existing software and bespoke work, please contact us at email@example.com
.NET Interface for the ISDA Standard CDS Pricing model
We are pleased to announce immediate availability of a .NET interface to the ISDA Standard CDS Pricing model. This interface wraps all of the major functionality of the ISDA pricing library into an easy-to-use .NET assembly and ".dll", allowing convenient use of the library from any .NET language, including Visual Basic and C#.
Evaluation versions available -- please contact us at firstname.lastname@example.org .
Java Interface for the ISDA Standard CDS Pricing model
We are announcing immediate availability of a Java interface to the ISDA Standard CDS pricing model. Making use of experience gained developing our successful .NET interface to the ISDA library, this interface allows convenient, fast, and reliable development of applications against the ISDA model.
Documentation for the CDS pricing model
You can view the documentation for, and based on, version 1.7 of the ISDA CDS Standard Model. It is generated in part automatically from the source code comments using the doxygen program. It is made available to the public by BN Algorithms Ltd in the hope that it will be useful, but neither BN Algorithms Ltd nor the original copyright holders provide any waranty of any sort with regard to its accuracy. It is entirely up to you to ensure that your usage of the CDS pricing library is correct.
Download the ISDA CDS model
The ISDA CDS Standard Model software is available as open-source software. You can download it from this web site using the links below. The license applicable to the downloads in this section is the ISDA CDS standard model public license V1.0, which allows you to make changes and further distribute this code. Where the licensor is not taken to be the ISDA, it will be "BN Algorithms Ltd".