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From: Pedro S. <ph...@gm...> - 2021-03-24 22:51:53
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Hello - am trying to price an index CDS option using QuantlibXL. Anyone aware of an existing template sheet or sample formula for creation of CDS and CDS objects? The sample template sheets provided with QuantlibXL do not cover creation of CDS option objects, and the approach used in quantlib python does not exactly apply to quantlibxl. Thanks, Pedro |