Credit Default Swap Option
A credit default swap (CDS) option, or credit default swaption, is a contract that provides
the holder with the right, but not the obligation, to enter into a credit default swap
in the future. CDS options can either be payer swaptions or receiver swaptions. If a
payer swaption, the option holder has the right to enter into a CDS where they pay
premiums; and, if a receiver swaption, the option holder receives premiums. Financial Instruments Toolbox™ software provides cdsoptprice
or CDSOption
for pricing
payer and receiver credit default swaptions. Also, with some additional steps, cdsoptprice
or CDSOption
can be used
for pricing multi-name CDS index options.
References
O'Kane, D., Modelling Single-name and Multi-name Credit Derivatives, Wiley, 2008.
See Also
cdsoptprice
| cdsspread
| cdsrpv01
| CDSOption
| CDS
Related Examples
- Pricing a Single-Name CDS Option
- Pricing a CDS Index Option
- Credit Default Swap (CDS)
- Price Multiple CDS Option Instruments Using CDS Black Model and CDS Black Pricer