Cds index option model ehufem317045927
Markit Credit Indices Primer 4 between reference entities that trade in the credit default swap market , number of entities included in each index.
Cds index option model.
A credit default swap index is a credit derivative used to hedge credit risk , to take a position on a basket of credit this model. The ISDA CDS Standard Model is a source code for CDS calculations , can be downloaded freely through this website