Pricing First-to-Default Swaps (MatLab Code)

9 Dic 2020
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I'm looking at the code for "Pricing First-to-Default Swaps" example shown on the website in around line 260. I want to know how you calculated the number for "Spread0 = 540"? How did you get 540 for the Spread0? This is something I'm not understanding.

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Casey Tam
Casey Tam
il 9 Dic 2020

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