Credit Spread Option
Definition
An option whose payoff is based on the credit spread between the debt of a particular borrower and similar maturity Treasury debt.
Related Terms Other terms related to 'Credit Spread Option' starting with the letter 'C' Counterparty, Commodity Exchange Commission, Combination, Contract, Commercial Paper Browse by Letter » A B C D E F G H I J K L M N O P Q R S T U V W Y Z
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