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Re: ISDA CDS Standard Model Public Licence v0.1



Ben Finney a écrit :
Guillaume Yziquel <guillaume.yziquel@citycable.ch> writes:

I've noticed a software with a custom licence.

Which software work is that?

Sorry for answering this thread so late. I've read all your answers, and I really wish to thank you all for that.

This software is a pricing model for Credit Default Swaps (financial derivate contracts whose underlying asset is broadly speaking the financial solidity of a given counterparty, such as Greece, or Bear Stearns a few years back). Markit is a company that markets tradable indices of credit default swaps and other similar or related contracts. They published, under the given licence, a pricing model that they wish to be used as a reference model for pricing credit default swaps.

That's for the context.

Thanks you all for all your input.

--
     Guillaume Yziquel
http://yziquel.homelinux.org/


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