TERMIUM Plus®
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OPTION VARIATION CREDIT [1 record]
Record 1 - internal organization data 2004-04-28
Record 1, English
Record 1, Subject field(s)
- Investment
- Currency and Foreign Exchange
Record 1, Main entry term, English
- credit-spread put option
1, record 1, English, credit%2Dspread%20put%20option
correct
Record 1, Abbreviations, English
Record 1, Synonyms, English
- credit spread option 2, record 1, English, credit%20spread%20option
correct
Record 1, Textual support, English
Record number: 1, Textual support number: 1 DEF
Option contract that gives the right to receive a cash payment if a spread, i.e, the difference in yields between two financial assets, widens beyond an agreed strike level during a specific period. 3, record 1, English, - credit%2Dspread%20put%20option
Record number: 1, Textual support number: 1 CONT
Credit-spread put option contracts isolate and capture devaluations in a reference asset that are independent of shifts in the general yield curve. Essentially, they are default swaps that stipulate spread widening as an "event". 1, record 1, English, - credit%2Dspread%20put%20option
Record 1, Key term(s)
- credit spread put option
Record 1, French
Record 1, Domaine(s)
- Investissements et placements
- Politique monétaire et marché des changes
Record 1, Main entry term, French
- option de vente sur écart de crédit
1, record 1, French, option%20de%20vente%20sur%20%C3%A9cart%20de%20cr%C3%A9dit
correct, feminine noun
Record 1, Abbreviations, French
Record 1, Synonyms, French
- option sur écart de crédit 2, record 1, French, option%20sur%20%C3%A9cart%20de%20cr%C3%A9dit
correct, feminine noun
- option sur différentiel de taux 3, record 1, French, option%20sur%20diff%C3%A9rentiel%20de%20taux
feminine noun
- option sur écart de taux 3, record 1, French, option%20sur%20%C3%A9cart%20de%20taux
feminine noun
Record 1, Textual support, French
Record number: 1, Textual support number: 1 DEF
Option sur différentiel, ayant pour sous-jacent l'écart entre les taux d'intérêt de deux émissions d'obligations d'échéance similaire, mais dont les notations diffèrent. 3, record 1, French, - option%20de%20vente%20sur%20%C3%A9cart%20de%20cr%C3%A9dit
Record number: 1, Textual support number: 1 CONT
L'option de vente sur écart de crédit offre une protection contre une dévalorisation de l'actif de référence qui n'est pas liée à l'évolution de la courbe des taux d'intérêt. Il s'agit au fond d'un swap sur défaillance dans lequel l'incident de crédit est l'élargissement de l'écart de crédit. 1, record 1, French, - option%20de%20vente%20sur%20%C3%A9cart%20de%20cr%C3%A9dit
Record 1, Key term(s)
- option sur variation du crédit
Record 1, Spanish
Record 1, Textual support, Spanish
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