A credit spread that constitutes an amortized premium for a default-based product (such as a credit default swap, credit option,...
In connection with a default swap (or a credit default swap), it is the periodic payment that is made by...
This website uses cookies so that we can provide you with the best user experience possible. Cookie information is stored in your browser and performs functions such as recognising you when you return to our website and helping our team to understand which sections of the website you find most interesting and useful.