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[Credit Default Swap] New Feature #248

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yellowbean opened this issue Dec 12, 2024 · 0 comments
Open

[Credit Default Swap] New Feature #248

yellowbean opened this issue Dec 12, 2024 · 0 comments

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@yellowbean
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yellowbean commented Dec 12, 2024 •
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  • the SPV is paying premium to CDS
  • CDS will repay the loss/defaults incurred by SPV
    • can be a tranche for first x % loss
    • or loss inccur in portfolio greater than x % and less than y %
    • or a share z% of loss incurred in pool
@yellowbean yellowbean mentioned this issue Dec 13, 2024
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