japari/quantlib — pull request #9 by pcaspers (2014-01-18 18:15:09+00:00)
Title: Init isda engine parameters in helper constructors, extend example

The example03 runs, but while the rate curve looks quite ok, the credit curve is still off. This is what I am getting

date;time;survivalprob
December 20th, 2011;0.520548;0.993077
June 20th, 2012;1.02192;0.986458
June 20th, 2014;3.02192;0.939286
June 20th, 2016;5.02466;0.862977
June 20th, 2018;7.02466;0.789282
June 21st, 2021;10.0301;0.691332

well, at least numbers are coming out of the engine, now the detail part of the work can start ...

Best
Peter