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CMCDS

It stands for constant maturity credit default swap. It is a credit default swap that provides a hedge against default…

Capped CMCDS

A constant maturity credit default swap (CMCDS) in which the rate is capped at a specific level. This swap combines…

Capped Constant Matuirty Credit Default Swap

A constant maturity credit default swap (CMCDS) in which the rate is capped at a specific level. This swap combines…

Constant Spread Swap

A swap that combines two offsetting credit default swaps (CDS): a regular CDS and a CMCDS (constant maturity credit default...