credit tranche
英 [ˈkredɪt trɑːnʃ]
美 [ˈkredɪt trɑːnʃ]
信用部分，信贷份额
双语例句
- As for calculation, we apply Fast Fourier Transform and the inverse transform to give the calculation method of CDO reference assets pool loss, carry out numerical simulation and on this basis obtain the fairy credit spread of every CDO tranche. 2.
在计算方面，我们运用快速傅里叶变换以及逆变换给出了CDO参考资产池损失的计算方法，并且做了数值模拟，在此基础上就可以得到CDO各分券层的合理信用利差。