The amount by which a bond’s price exceeds its maturity value (i.e., par value). In other words, it is the…
In connection with a default swap (or a credit default swap), it is the periodic payment that is made by...
In connection with a default swap (or a credit default swap), it is the periodic payment that is made by...
In general, it is the price of a swap- i.e., the amount paid by the swap buyer to the swap...
The spread/ premium that reflects the a CDS market's view of both probability of default and an assumption about the...
The premium (measured in basis points) that is paid to the protection seller in a credit default swap (CDS) or...
The price that is paid or received for a put option. For a buyer, it is the cost of the put...
The price that is paid or received for a call option. For a buyer, it is the cost of the...
The price that is paid or received for an option. For an option buyer, it is the cost of the...
Repo premium may hold different meanings depending on context. In general, it denotes the additional amount a bank in a...