CDS swap Rate and valuation valuation, remember, interest, someone, during

brk1yn

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

dvilayphet

thanks guys

canadiananalyst

Not sure what you're asking. CDS rates aren't calculated, they're observed -- they are market-clearing prices. Markit is a goood source.