来自：FRM > 二级 > Credit Risk Measurement and Management 2020-08-25 21:37
老师，这道题为什么不是加上accrued interest而是减去啊？
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谢小白
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1694天前
查看更多
谢小白
提问
37
上次登录
1694天前
jason 2020-08-26 09:26
致精进的你:
The most common type of CDS is a cash-settled CDS in which the protection seller makes a single cash payment to the protection buyer (upon the occurrence of an event of default) equal to the par value of the defaulted asset minus the current market price of the asset，在此题目中the current market price of the asset包含accrued interest，故减去
The real talent is resolute aspirations.
真正的才智是刚毅的志向。
