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Showing posts with label
Basket CDS
.
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Showing posts with label
Basket CDS
.
Show all posts
Sunday, April 26, 2015
Builder Pattern for C# Basket Default Swap Pricer
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Keep your options open is a phrase, we often hear when making decisions concerning our lives. Needless to say, this great advice is directl...
Monday, April 20, 2015
C# Basket Default Swap Pricer
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More Copula stuff coming again. This time, I wanted to open my implementation for Basket Default Swap (BDS) pricer. It is assumed, that the ...
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