Describes the basic framework underlying the Benchmark Solutions real-time bond and credit default swap pricing service that operated between 2010 and 2013. A version was later re-built at Bloomberg and goes by code BMRK.
The following slides were presented today (Thu 30 June 2016) in front of lecturers/researchers of Dept. Magister Management and Business, Faculty of Economics and Business, Universitas Padjadjaran, Indonesia.