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Expected Payoff, accrual, and Payments on Swaps : Credit swap spreads
Expected Payments by CDS Buyer ($) (ex. 5.0 to 0.07):
Expected Accrual by CDS Buyer (%) (ex. 0.044 - 0.007):
Expected payoff by CDS Seller (%) (ex. 0.052 - .009):
Credit Swap Spread :
Spread is : Ans:
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