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In the following formula for Credit Default Swaps, What is C? What is LGD? What is r? What is prob(DEF)? What is T? prob(DEF,) LGD,

In the following formula for Credit Default Swaps,

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  1. What is C?
  2. What is LGD?
  3. What is r?
  4. What is prob(DEF)?
  5. What is T?
prob(DEF,) LGD, F C (1+r;) 41(1+r;)" =

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