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1 credit spread option
Abbreviation: CSOУниверсальный русско-английский словарь > credit spread option
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2 option on credit spread
Abbreviation: OCSУниверсальный русско-английский словарь > option on credit spread
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3 опцион на кредитный спред
1) Law: credit spread option (в основу положена доходность базового актива и эквивалентного ему по сроку погашения актива)2) Finances: option on credit spreadУниверсальный русско-английский словарь > опцион на кредитный спред
См. также в других словарях:
Credit Spread Option — A financial derivative contract that transfers credit risk from one party to another. An initial premium is paid by the buyer in exchange for potential cash flows if a given credit spread changes from its current level. The buyer of a credit… … Investment dictionary
Credit spread — may refer to: Credit spread (option) Credit spread (bond) This disambiguation page lists articles associated with the same title. If an internal link led you here, you may wish to change the link to point directly to the in … Wikipedia
Credit Spread — 1. The spread between Treasury securities and non Treasury securities that are identical in all respects except for quality rating. 2. An options strategy where a high premium option is sold and a low premium option is bought on the same… … Investment dictionary
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 spread (options) — Finance Financial markets Bond market … Wikipedia
Credit spread (bond) — Finance Financial markets Bond market … Wikipedia
Credit Spread — Der Credit Spread ist ein Renditezuschlag, den Investoren bei einer Anlage in ausfallrisikobehaftete Unternehmensanleihen erhalten. Der Credit Spread kompensiert den Anleger für die mit der Investition verbundenen Risiken. Der Credit Spread wird… … Deutsch Wikipedia
credit spread — Applies to derivative products. Difference in the value of two options, when the value of the one sold exceeds the value of the one bought. One sells a credit spread. Antithesis of a debit spread Related: quality spread. Bloomberg Financial… … Financial and business terms
Credit spread warrant — A warrant (ie securitized option) that has as an underlying, the credit spread of a debt issuer … 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
credit options — A type of credit derivative instrument. Options on a credit spread take the form of credit spread put options. The put buyer pays an upfront fee to the put seller in exchange for a contingent payment in the event that the credit spread for an… … Financial and business terms