Constant maturity credit default swap

id: constant-maturity-credit-default-swap-288-3895119
title: Constant maturity credit default swap
text: A constant maturity credit default swap (CMCDS) is a type of credit derivative product, similar to a standard credit default swap (CDS). Addressing CMCDS typically requires prior understanding of credit default swaps. In a CMCDS the protection buyer makes periodic payments to the protection seller, and in return receives a payoff if an underlying financial instrument defaults. Differently from a standard CDS, the premium leg of a CMCDS does not pay a fixed and pre-agreed amount but a floating sp
brand slug: wiki
category slug: encyclopedia
description:
original url: https://en.wikipedia.org/wiki/Constant_maturity_credit_default_swap
date created:
date modified: 2023-10-05T18:44:45Z
main entity: {"identifier":"Q5163658","url":"https://www.wikidata.org/entity/Q5163658"}
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fields total: 13
integrity: 13

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