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credit-default-swap

信用违约互换(CDS)定价工具,基于违约强度模型计算存活概率、违约概率、CDS价差及保费/赔付leg现值。简化模型实现,适用于信用衍生品定价教学与CDS原型验证。不适用于实盘交易或投资决策,假设违约强度恒定且未考虑随机回收率与对手方风险,结果仅供学习参考。

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Source facts

Repository
openJiuwen-ai/agent-store
Last source activity
August 7, 2026 at 07:47
Detected SKILL.md language
Chinese
Stars
26
Forks
7

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