1 2 3 4 5 6 7 8 9 10
//! Credit analytics module. //! //! Provides credit default swap pricing with hazard rate models. pub mod cds; pub use cds::{ CdsSpec, CdsValuation, HazardCurve, cds_cs01, cds_npv, par_spread, premium_leg_pv, protection_leg_pv, };