CDSPricing (BN Algorithms Ltd) Documentation
This documentation is 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.
To read about the top-level functions for CDS pricing, look at the documentation of cds.h
This application is based on the ISDA CDS Standard Model (version 1.7), developed and supported in collaboration with Markit Group Ltd.
Copyright (C) 2009 International Swaps and Derivatives Association, Inc.
Copyright (C) 2009 Bojan Nikolic
The licensor of this documentation is BN Algorithms Ltd