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  • Saturday, May 18, 2024
  • The Financial Encyclopedia
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Fixed Leg of CDO Tranche

The fixed leg of a CDO tranche is the present value of the amount of principal (capital) that the protection...

    Premium Leg of a CDO Tranche

    The premium leg of a CDO tranche is the present value of the amount of principal (capital) that the protection...

      Fixed Leg of a CDO Tranche

      The fixed leg of a CDO tranche constitutes the regular payments that are proportional to the difference between the tranche...

        Premium Leg of a CDO Tranche

        The premium leg of a CDO tranche constitutes the regular payments that are proportional to the difference between the tranche...