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Single-Name Credit Default Swaption

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

Multi-Name Credit Default Swaption

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

Credit Default Swaption

An option on credit which gives the holder the right to enter into a credit default swap at a given expiration date, at no...