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Markit took down their public cds calculator and that annoyed me. This uses the isda model from https://www.cdsmodel.com/ wrapped up in C++, then exposed to python. Bug reports are of course encouraged, email me at tim@cdscalculator.co.uk.
Markit took down their public cds calculator and that annoyed me. This uses the isda model from https://www.cdsmodel.com/ wrapped up in C++, then exposed to python. Bug reports are of course encouraged, email me at tim@cdscalculator.co.uk.