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How to convertingconvert the CDS Upfront Fee into the Traded Spread?

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Converting How to converting CDS Upfront Fee into Traded Spread?

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asked Feb 9, 2017 at 4:25

Chris N

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Converting CDS Upfront Fee into Traded Spread

If I know all the economics of a CDS trade included the Upfront Settlement Fee from the ISDA CDS Model, how can I convert that amount back to Traded Spead? Can some help explain the process?

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How to convertingconvert the CDS Upfront Fee into the Traded Spread?

Converting How to converting CDS Upfront Fee into Traded Spread?

Converting CDS Upfront Fee into Traded Spread