CDS Pricer 1.1
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Free Version
Publisher 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.
Requires iOS 3.1.2 or later. Compatible with iPhone, iPad, and iPod touch.
About CDS Pricer
CDS Pricer is a free app for iOS published in the Accounting & Finance list of apps, part of Business.
The company that develops CDS Pricer is JEREMY BUNFORD. The latest version released by its developer is 1.1.
To install CDS Pricer on your iOS device, just click the green Continue To App button above to start the installation process. The app is listed on our website since 2010-03-11 and was downloaded 6 times. We have already checked if the download link is safe, however for your own protection we recommend that you scan the downloaded app with your antivirus. Your antivirus may detect the CDS Pricer as malware if the download link is broken.
How to install CDS Pricer on your iOS device:
- Click on the Continue To App button on our website. This will redirect you to the App Store.
- Once the CDS Pricer is shown in the iTunes listing of your iOS device, you can start its download and installation. Tap on the GET button to the right of the app to start downloading it.
- If you are not logged-in the iOS appstore app, you'll be prompted for your your Apple ID and/or password.
- After CDS Pricer is downloaded, you'll see an INSTALL button to the right. Tap on it to start the actual installation of the iOS app.
- Once installation is finished you can tap on the OPEN button to start it. Its icon will also be added to your device home screen.
