A credit default swap (CDS) in which the protection buyer pays a fee (premium) to purchase default protection on a number of debtors or debt issuers....
The difference between the CDS quotes in one currency and another. This spread could trade as a standalone product. For example, a...
It captures the change in the market value of the credit default swap (CDS) position as a result of a one basis point shift...
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...
An option on credit which gives the holder the right to enter into a credit default swap at a given expiration date, at no...
An option on a credit default swap. It provides the holder with the right, without the obligation, to enter into a credit default swap at...
An acronym for credit default swap; a swap agreement that gives the holder the right to sell a contractual obligation (bond, loan) for...
A swap agreement that gives the holder the right to sell a contractual obligation (bond, loan) for its face value in the event...
A credit default swap (CDS) option that grants the holder the right to buy credit protection on a specific reference entity during a predetermined future...
Also call CDS. A CDS option that grants the holder the right to buy credit protection on a specific reference entity during a predetermined future period starting...