CCR For CDS And Default Swaptions

Counterparty Credit Risk Valuation for CDS and default swaptions

Install / Use

npx skills add suhasghorp/CCR-for-CDS-and-Default-Swaptions

Installs into whichever agent you are using.

About this skill

Quality Score

0/100

Just click demo.ipynb (4th last file in the files list) directly to view details about the whole counterparty credit risk valution process.

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suhasghorp

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GitHub Stars4

CategoryDevelopment

Updated10mo ago

Forks2

Security Score

62/100

Audited on Sep 28, 2025

No findings