Markit Converter
For:
Trade Date
Maturity
Recovery Rate %
Running Coupon bps
Notional MM
Convert:
Upfront %
Conventional Spread bps
Results
Conventional Spread bps
Clean Price %
Cash Settlement Amount
Accrued Amt / Days Accrued
Trade / Settle Dates
This application (version 2.1) is based on the ISDA CDS Standard Model
(version 1.7), developed and supported in collaboration with Markit
Based on the Interest Rate Curve
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