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Fixed Leg of CDO Tranche

The fixed leg of a CDO tranche is the present value of the amount of principal (capital) that the protection...

    Fixed-to-Floating Commodity Swap

    A commodity swap in which one party makes a series of fixed payments and receives floating payments tied to a…

      Fixed Leg of a CDO Tranche

      The fixed leg of a CDO tranche constitutes the regular payments that are proportional to the difference between the tranche...