A diagonal call spread which involves selling a lower-strike call option and buying a higher-strike call option, with the overall...

It stands for zero-volatility spread; the spread that would be realized over the whole risk-free spot rate curve if a…

A bond swap and particularly a form of the intermarket spread swap whereby an investor may be compensated for the…

The difference between the bid and ask prices for a particular tradable asset (stock, bond, etc..). For example, if a...

The spread that would be realized over the whole risk-free spot rate curve if a given risky security such as…

An alternative name for a bull put spread which is an option strategy whereby a number of put options are...

Abbreviation for spread-adjusted note; a debt instrument that bears a base rate fixed or linked to a sovereign rate (Treasury…

The CDO tranche spread that is defined by a number of factors, mainly including: attachment point, tranche width, swap maturity,...

An option strategy that attempts to maximize profits in bullish markets, i.e., when the prices of the underlying securities go...

The spread that relates to the tranche of a CDO (collateralized debt obligation), in a securitized structure. The CDO tranche...