For calculating CDS spreads and bootstrapping hazard rates from CDS spreads
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Oct 26, 2020 - Python
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hazard-rate
Here are 4 public repositories matching this topic...
Method of Moments (MoM) estimation for the univariate Gamma distribution
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Jul 23, 2023 - Jupyter Notebook
Market-implied default risk and CDS intuition from corporate bond spreads using FRED data.
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Feb 17, 2026 - Jupyter Notebook
CDS curve stripping project comparing a simplified hazard-rate approximation with an exact iterative pricing-based model under different interest rate scenarios.
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Feb 25, 2026 - Jupyter Notebook
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