File:Cds paymentstream loss.svg
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Size of this PNG preview of this SVG file: 540 × 380 pixels. Other resolutions: 320 × 225 pixels | 640 × 450 pixels | 1,024 × 721 pixels | 1,280 × 901 pixels | 2,560 × 1,801 pixels.
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DescriptionCds paymentstream loss.svg |
English: Credit Default Swap (CDS) payment streams between Insurance seller and Insurance buyer. Buyer purchased a CDS at time t0 and makes regular premium payments at times t1, t2, t3, and t4. If the associated credit instrument suffered a credit event at t5, depicted as a red explosion, then the Insurance seller was obliged to pay the buyer, and the buyer would cease paying premiums. Otherwise, if no credit event occurred, then the buyer continues paying premiums at t5, t6 and so on until the end of the contract at time tn. |
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Source | Image:Cds zahlungsfluss ausfall.svg | ||||||||
Author | Andreas Griessner, translated to English by 84user | ||||||||
Permission (Reusing this file) |
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Date/Time | Thumbnail | Dimensions | User | Comment | |
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current | 16:07, 16 October 2008 | 540 × 380 (23 KB) | 84user (talk | contribs) | {{Information |Description=Credit Default Swap (CDS) payment streams between Insurance seller and Insurance buyer. Buyer purchased a CDS at time t0 and makes regular premium payments at times t1, t2, t3, and t4. At t5 the associated credit instrument suff | |
16:00, 16 October 2008 | 744 × 1,052 (24 KB) | 84user (talk | contribs) | {{Information |Description=Credit Default Swap (CDS) payment streams between Insurance seller and Insurance buyer. Buyer purchased a CDS at time t0 and makes regular premium payments at times t1, t2, t3, and t4. At t5 the associated credit instrument suff | ||
15:03, 16 October 2008 | 625 × 375 (21 KB) | 84user (talk | contribs) | {{Information |Description=Credit Default Swap (CDS) payment streams between Insurance seller and Insurance buyer. Buyer purchased a CDS at time t0 and makes regular premium payments at times t1, t2, t3, and t4. At t5 the associated credit instrument suff |
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Width | 540 |
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Height | 380 |