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FDO

It stands for forward-starting CDO; a single-tranche CDO (an exotic CDO product) with a premium starting at a pre-specified time...

    Nth-To-Default Swap

    A credit default swap (CDS) whereby the protection buyer makes a payment to the protection buyer only after the Nth...

      Multi-Currency Credit Default Swap

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

        DVOX

        The sensitivity of a credit spread. It measures the change in fair value of a credit derivative (e.g., a credit...