{"items":[{"id":"1713e1e7-c764-4f15-bbbc-244915969d06","type":"push","org":"Braumeister-Stefan","repo":"nth_default_pricer","title":"Initial commit of Nth-to-default CDS pricer","summary":"This repository introduces a new pricer designed to calculate the fair coupon spread for n-th-to-default credit default swaps (CDS). The implementation leverages a Monte Carlo approach with t-copula or Gaussian dependence modeling to handle joint default scenarios. It includes tools for hazard curve bootstrapping, risk sensitivity analysis, and numerical convergence testing.","url":"https://nomit.dev/Braumeister-Stefan/nth_default_pricer/status/a64398957de1adc142f8943a212555f2404c3eba85447f244645604a0fa75c40","author":"Braumeister-Stefan","contributors":["Braumeister-Stefan"],"updated_at":"2026-07-24T18:24:50+00:00"}],"pagination":{"offset":0,"limit":5,"has_more":false}}