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SN CDS - support for PV, CS01, Bucketed CS01 #173

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jonathansenior opened this issue May 6, 2015 · 2 comments
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SN CDS - support for PV, CS01, Bucketed CS01 #173

jonathansenior opened this issue May 6, 2015 · 2 comments
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v0.7.0

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@jonathansenior
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Pricing for single-name CDS.
@jonathansenior jonathansenior added this to the 0.7 M2 milestone May 6, 2015
@jodastephen jodastephen mentioned this issue Jun 23, 2015
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@jodastephen jodastephen assigned jodastephen and unassigned jacbop Jun 23, 2015
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jacbop commented Jun 24, 2015

This is supported (for par rate shifts on the curve inputs) in the topic/credit branch

jodastephen added a commit that referenced this issue Jun 24, 2015
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Merge pull request #346 from OpenGamma/topic/credit-functions
a3d5219 
Add CDS pricing, functions and examples

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See #346

@jonathansenior jonathansenior modified the milestone: v0.7.0 Jun 26, 2015
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