Re: [Quantlib-dev] ISDA Standard Model

[Luigi B. <lui...@gm...>]

Hello Robert,
    there is a Python example in the QuantLib-SWIG distribution, see <
https://github.com/lballabio/QuantLib-SWIG/blob/master/Python/examples/isda-engine.py
>.

Hope this helps,
    Luigi


On Mon, Mar 11, 2024 at 5:30 PM Tolan, Robert via QuantLib-dev <
qua...@li...> wrote:

> 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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