2233数理金融简单数值题short
Coupon Implied by an Observed Upfront 13
题目
A CDS market spread is 0.09 and RPV01 = 3.5. The desk observes an upfront of 0.14 per unit notional. Under upfront ≈ (s_mkt - coupon)*RPV01, what coupon is implied?
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