Questions tagged [isda]
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2
questions
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1answer
51 views
Calculating RPV01 for the up-front payment of a CDS contract
I'm trying to calculate the historical P&L of a CDS trading strategy, and am struggling to come up with the up-front payment of the contract. From what I can tell, the Mark-to-Market value of a ...
0
votes
1answer
172 views
'Optional Early Termination' clause
For market practitioners such as swap traders out there:
in your experience, does the below clause when bilateral is similar to a difference between European and <...
