C++17 engine linking sovereign CDS spreads to Eurobond prices; duration, convexity and full cash-flow revaluation, cross-checked against OLS on historical yields. Validated against TBB course examples. Educational project; not financial advice, sample data is synthetic.
duration cpp linear-regression cds cpp17 quantitative-finance fixed-income financial-engineering bond-pricing educational-project credit-risk emerging-markets convexity eurobond sovereign-debt credit-default-swap
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Updated
Aug 7, 2026 - C++