New answers tagged cds
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Compute the P&L from Risky Annuity in CDS market (buying protection in 10y and selling protection in 5y )
In finance, when you are "long", you benefit if prices increase. The fixed income world is no exception. When you buy a bond, you benefit if interest rates decrease. When you sell credit ...
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Compute the P&L from Risky Annuity in CDS market (buying protection in 10y and selling protection in 5y )
We recently had another question Receiver Swap Long vs Short the rate?
about the meaning of being "long" or "short" interest rates, and I proffered the same advice - avoid using ...
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