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Multi-Name Credit Default Swap Option

An option to buy (if a call) or sell (if a put) a prearranged multi-name credit default swap (CDS). It...

Multi-Name CDS Option

An option to buy (if a call) or sell (if a put) a prearranged multi-name credit default swap (CDS). It...

Single-Name CDS Option

An option to buy (if a call) or sell (if a put) a prearranged single-name credit default swap (CDS). It...

CDS Option

A European option that grants the holder the right, without the obligation, to buy or sell credit protection on a specific reference entity for a specific...