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
98
●5 ●5 ●15
calculate Default/Survival Probability based on custom input (yielc curves and CDS spread) using RD API (financial contracts)
17.2k
●82 ●39 ●63
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.
98
●5 ●5 ●15
dear @nick.zincone
thank you for your response, thre CDS contcats service don't support this function.
i have just rise this point to support
