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Version
1.1
Size
235.09 Kb
Updated
9 years ago
Released
11 Mar 2010
Screenshots
Description
The CDS Pricer is an application build upon the ISDA Standard CDS pricing model. The application provides the user with a portable easy to use calculator for converting the conventional spread into it equivalent Upfront cost as well as providing the Clean Price, CR01 (credit risk 1bp bump) and IR01 (interest rate 1bp bump).
As well as details about CDS contract the model also requires a Rates Curves for the currency being used to value the CDS. These rate curves must be maintained manually by the user via an option on the navigation bar. At this time it is possible to upload a rate curve from the internet but this curve is not dynamic and simply update periodically. In time I will look at way of keeping these rate curve updated and aligned with the market.
Once a rate curve has been modified and is deemed correct the user can select the curve from the main picker along with the desired fixed coupon spread and maturity. The top of the screen allows you to input the notional, recovery rate and conventional spread.
There is not calculate button as the analytics are calculated automatically whenever the inputs change.
Estimates
Availability
Devices
iPhoneFirstGen
iPodTouchFirstGen
iPodTouchSecondGen
iPhone3G
iPhone3GS
iPadWifi
iPad3G
iPhone4
iPodTouchThirdGen
iPodTouchFourthGen
iPad2Wifi
iPad23G
iPhone4S
iPadThirdGen
iPadThirdGen4G
iPhone5
iPodTouchFifthGen
iPadFourthGen
iPadFourthGen4G
iPadMini
iPadMini4G
iPhone5c
iPhone5s
iPadAir
iPadAirCellular
iPadMiniRetina
iPadMiniRetinaCellular
iPhone6
iPhone6Plus
iPadAir2
iPadAir2Cellular
iPadMini3
iPadMini3Cellular
iPodTouchSixthGen
iPhone6s
iPhone6sPlus
iPadMini4
iPadMini4Cellular
iPadPro
iPadProCellular
iPadPro97
iPadPro97Cellular
iPhoneSE
iPhone7
iPhone7Plus
iPad611
iPad612
iPad71
iPad72
iPad73
iPad74
iPhone8
iPhone8Plus
iPhoneX
Pricing by country
| Country | Price |
|---|---|
| Canada | free |
| China | free |
| France | free |
| Germany | free |
| Italy | free |
| Netherlands | free |
| Portugal | free |
| Spain | free |
| Poland | free |
| UK | free |
| India | free |
| Japan | free |
| Poland | free |
| Russia | free |
| Turkey | free |
| USA | free |
| Korea, Republic Of | free |
| Ukraine | free |
