Filter by Categories
Accounting
Banking

Par Floater Spread

The quoted margin for a par floater. In other words, it is the spread over a floating rate (e.g., LIBOR)...

Discount Margin

The flat yield spread that is required to reprice a floating rate security (floater, floating-rate bond, etc.) to par. It...

Default Swap Credit Spread

A credit spread that constitutes an amortized premium for a default-based product (such as a credit default swap, credit option,...