QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
credit Directory Reference

Files

file  integralcdsengine.hpp
 Integral engine for credit default swaps.
 
file  isdacdsengine.hpp
 ISDA engine for credit default swaps.
 
file  midpointcdsengine.hpp
 Mid-point engine for credit default swaps.