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ZSPRD

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

Zero Spread

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

Static Spread

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

Static Spread

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

Zero Spread

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

Z-Spread

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

Zero-Volatility Spread

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

Option Cost

The implied cost of an embedded option- i.e., an option embedded in a security. It is the difference between the...

Static Spread

The basis points which are added to the yield at each point on the spot treasury rate curve marking the...

Z-Spread

It stands for zero-volatility spread. The basis points which are added to the yield at each point on the spot...