The code behind (some) CDS pricing - revealed.(cdsmodel.com)
cdsmodel.com
The code behind (some) CDS pricing - revealed.
http://www.cdsmodel.com/
According to this commentary: http://zerohedge.blogspot.com/2009/02/isda-open-sources-cds-model-challenge.html the released code is straight out of JP Morgan's Quantitative Research Group.
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