calculate Default/Survival Probability based on custom input (yielc curves and CDS spread) using ...

anass.yazane.1

...RD API (financial contracts)

dear developer community

i'm wondering if it's possible to calculate Default/survival probabilty curve based on user/custom yield curves and CDS Spread curves using IPA /RD library under .Net

many thanks for your response

nick.zincone

Hi @anass.yazane.1

I would suggest you first determine if the data you are looking for is available within the CDS Contracts service available within Financial Contracts. If it is not clear or the data does not appear to be available, I would suggest you open a content ticket within support to confirm.

Once you determine the data is available, you can refer to the basic examples for IPA. While there is no specific CDS-specific example, these examples provide the tools you need to modify the request to suit your specific requirements.