The fixed leg of a CDO tranche constitutes the regular payments that are proportional to the difference between the tranche...
The premium leg of a CDO tranche constitutes the regular payments that are proportional to the difference between the tranche...
An action that an investor takes in the execution of a spread transaction by closing one of two simultaneously held...
The part of an option spread that constitutes an obligation to buy the underlying asset. It is the side of...
The part of an option spread that constitutes an obligation to sell the underlying asset. It is the side of...