Credit Default Swaps

Press after each command to run the function

* Denotes a single-security function

** Denotes a multiple-security function

Single-Name Capital Structure/Ratings

CDSW Credit default swap valuation CAST Company capital structure
CDS Single name look-up ECCG Credit vs. equity analysis
QCDS Quick CDS valuation & horizon GV Credit vs. equity volume analysis
CDSV CDS curve look-up *ISSD Issuer’s financial operations
*FWCS Forward curve analysis *DDIS Issuer’s debt maturity profile
*HGCS CDS curve rrade valuation *CRPR Current/historical credit ratings
RATC Issuer credit ratings revisions
Index
CDSW Credit default swap valuation Bond Relative Value
CDSI Credit index look-up *CRVD CDS vs. cash basis
*CDX Credit index monitors *VCDS Bond valuation from CDS
*CDIA Credit index analysis *HGBD Bond hedge analysis
*MEMC Credit index members **HS 2-security historical spread & correlation
CINS Credit index constituent search analysis

Structured Credit Pricing and Defaults

CDST Synthetic CDO tranche valuation IMGR Fixed income RUNS manager
CDOT Credit index tranche data QMGR Fixed income quote detail
CDSO Credit default swaption valuation CDSL Saved CDS securities
CIX Customized index construction CDSD CDS pricing defaults
CORR Customized correlation matrix
XCOR Correlation spreadsheet Messaging & Ticketing
RMCR Message mining for CDS single name &
Market Overview indices
GCDS Historical CDS comparison
Education/Reference
CMOV CDS biggest movers
CXEV Credit vs. equity monitor SNAC ISDA standardization portal
WCDS World CDS pricing