Re: [Quantlib-dev] Credit curves

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

On Wed, 2007-09-26 at 14:18 +0100, Simon Ibbotson wrote:
> Hi, is there any developer out there planning to contribute a CDS /
> bond curves (using reduced form approach)? I wouldn't want to
> duplicate any work.

There might be a contribution shortly. I don't think that it uses
reduced form approach, but it should at least define a base interface
for the default-probability curve. I'll get back as soon as I know for
sure.

Luigi


-- 

Use every man after his desert, and who shall scape whipping? 
-- Hamlet, Act II, scene II