| 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: | |
| Brought to you by Larry McKay: | Ask for Glacier sheet : | |