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In Rememberance: World Trade Center (WTC)

ISDA CDS Standard Model

by International Swaps and Derivatives Association, Inc.

April 3, 2009

Abstract: The ISDA CDS Standard Model is a source code for CDS calculations and can be downloaded freely through this website. The source code is copyright of ISDA and available under an Open Source license.

Download code & manuals, here.

Related reading: ISDA Launches CDS Standard Model as Open Source

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