A Constant Maturity Credit Default Swap or (CMCDS) is a type of credit
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Constant maturity credit default swap — 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… … Wikipedia
Credit default swap — If the reference bond performs without default, the protection buyer pays quarterly payments to the seller until maturity … Wikipedia
Constant maturity — refers to have a fixed (constant) maturity. It may refer to: Constant maturity credit default swap Constant maturity swap Constant maturity treasury This disambiguation page lists articles associated with the same title. If an … Wikipedia
Constant maturity swap — A constant maturity swap, also known as a CMS, is a swap that allows the purchaser to fix the duration of received flows on a swap. The floating leg of an interest rate swap typically resets against a published index. The floating leg of a… … Wikipedia
Credit default option — In finance, a default option, credit default swaption or credit default option is an option to buy protection (payer option) or sell protection (receiver option) as a credit default swap on a specific reference credit with a specific maturity.… … Wikipedia
Credit derivative — In finance, a credit derivative is a securitized derivative whose value is derived from the credit risk on an underlying bond, loan or any other financial asset. In this way, the credit risk is on an entity other than the counterparties to the… … Wikipedia
Constant proportion portfolio insurance — (CPPI) is a capital guarantee derivative security that embeds a dynamic trading strategy in order to provide participation to the performance of a certain underlying asset. See also dynamic asset allocation. The intuition behind CPPI was adopted… … Wikipedia
Derive de credit — Dérivé de crédit Demande de traduction Credit derivative → … Wikipédia en Français
Dérivé De Crédit — Demande de traduction Credit derivative → … Wikipédia en Français
Dérivés de crédit — Dérivé de crédit Demande de traduction Credit derivative → … Wikipédia en Français
