What is CDSPricer
-
It is the Fastest calculator to price NON-STANDARD TRANCHE
of Credit Derivative Security! - Based on entropy maximization this engine prices any tranche at an UNBELIEVABLE SPEED
- Just enter a few standard mid-prices at various maturities ...
- And after checking for arbitrage you will be ready to price your CDX
- Just enter a few standard mid-prices at various maturities ...
-
- Click on Start » to begin