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LCDX

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AcronymDefinition
LCDXLoan Credit-Default Swap Index (finance)


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To meet this challenge, a series of index products have been developed over the past several years, notably the CDX (for corporate bonds), LCDX (for corporate loans), ABX (for ABSs, including those backed by subprime loans), and CMBX (for commercial mortgage-backed securities, or CMBSs).
The loan derivatives index, LCDX, which tracks the creditworthiness of leveraged loans, was trading around 92.
Pricing capabilities for synthetic CDO, LCDS, LCDX, Single name CDS, Index and Index tranches and corporate bonds
 
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