[Quantlib-dev] CDS upfront

[Luca B. <luc...@gm...>]

Since sometimes CDS quotes are based on upfront (price) rather then premium,
it would be nice to have the possibility to use directly that upfront
when bootstrapping credit curves and when pricing CDS contracts.

I was wondering if anyone has thought about adding this feature or is
willing to share any ideas.

Thanks,
Luca