Uses of Package
com.quantfinlib.credit

Packages that use com.quantfinlib.credit

Package	Description
com.quantfinlib.credit	Credit: the price of default.

Classes in com.quantfinlib.credit used by com.quantfinlib.credit

Class	Description
CreditCurve	CREDIT CURVE — piecewise-constant hazard rates bootstrapped from CDS par spreads, the credit market's exact analogue of YieldCurve's bootstrap: walk the quotes from shortest to longest, at each pillar solving for the one hazard rate that reprices that maturity's CDS to zero upfront given everything already solved.