C++ interface to the ISDA CDS model

We have a developed a C++ interface to the ISDA CDS model. The interface is:

• A layer on top of the original, completely unedited ISDA CDS code
• Hides much of the unnecessary complexity through proper use of C++
• Preserves the exact same sematics and pricing as the original model

For more information you should consult the preliminary documentation of the BNCDS system.