[Quantlib-users] CDS option in QuantlibXL

[Pedro S. <ph...@gm...>]

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