[Quantlib-dev] ISDA Standard Model

[Tolan, R. <rob...@nb...>]

Hi,

I am looking into the ISDA Standard Model - do you know if a Python version exists? I haven't been able to track down the closed-form formulae for converting price to spread and vice versa for CDX. It seems there was an attempt to implement it as part of Quantlib. Thank you.


Kind regards,
Robert Tolan

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