标题: CDS swap Rate and valuation [打印本页] 作者: brk1yn 时间: 2011-10-2 10:15 标题: CDS swap Rate and valuation
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作者: canadiananalyst 时间: 2011-10-2 10:21
Not sure what you're asking. CDS rates aren't calculated, they're observed -- they are market-clearing prices. Markit is a goood source.作者: dvilayphet 时间: 2011-10-2 10:32
