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brk1yn

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tT
发表于 2011-10-2 10:15 | 只看该作者

CDS swap Rate and valuation

valuation, remember, interest, someone, during
I remember calculating interest rate swap rate during level 2...

Any idea about how to calculate CDS swap rate ....I will really appreciate this....Maybe someone has a handy excel tool

 

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canadiananalyst

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发表于 2011-10-2 10:21 | 只看该作者
Not sure what you're asking. CDS rates aren't calculated, they're observed -- they are market-clearing prices. Markit is a goood source.

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dvilayphet

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发表于 2011-10-2 10:32 | 只看该作者
thanks guys

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