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CDS Price

The price of protection that is extended by a protection seller to a protection buyer in a credit default swap...

LCLN

A credit linked note (CLN) whose redemption and coupon payments are linked to a single default event and also depend…

FV Spread

With respect to futures contracts, it is the difference (spread) between the fair value (FV) and the current market price...

FVS

It stands for fair value spread; with respect to futures contracts, it is the difference between the fair value (FV)...

FV-CDS Spread

In relation to credit derivatives (credit default swaps, CDSs, and other similar products), FV-CDS spread (fair value CDS spread) is...

Fair Value CDS Spread

In relation to credit derivatives (credit default swaps, CDSs, and other similar products), it is the average of the single-name...

Fair Value Spread

With respect to futures contracts, it is the difference between the fair value (FV) and the current market price of...

Fair Spread

In relation to credit derivatives (credit default swaps, CDSs, and other similar products), it is the average of the single-name...

Theoretical Spread

In relation to credit derivatives (credit default swaps, CDSs, and other similar products), it is the average of the single-name...

Par CDS Spread

The value of the running spread that makes the value of a CDS (credit default swap) contract equal to par....