Warning: Creating default object from empty value in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/plugins/independent-core/admin/ReduxCore/inc/class.redux_filesystem.php on line 29 Premium Leg – Fincyclopedia
[wpdreams_ajaxsearchpro id=44 ]
  • Monday, April 28, 2025
  • The Financial Encyclopedia
[wpdreams_ajaxsearchpro id=43 ]
Notice: Undefined variable: myString in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/themes/independent/tag.php on line 49

Default Leg

In relation to a default swap (a credit default swap/ CDS), it is one of the two legs of the...

    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...

      Premium Leg of a CDO Tranche

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

        Multi-Currency CDS

        A credit default swap (CDS) that is traded in multiple currencies, i.e., protection, in case of default, is paid by...

          Protection Leg

          In relation to a default swap (a credit default swap/ CDS), it is one of the two legs of the...

            Premium Leg

            A regular stream of payments made by the protection buyer to the protection seller in a default swap (a credit...