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Tranche Coupon Leg

One of the two legs of a tranche (vanilla tranche/ plain vanilla tranche), with the other one being a tranche…

Tranche Premium Leg

One of the two legs of a tranche (vanilla tranche/ plain vanilla tranche), with the other one being a tranche...

Tranche Coupon

The coupon (interest) that a tranche carries as compensation for its holder (investor) commensurate to the risk profile of the...