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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…

Cash Bond 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...

Static Spread

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

PECS Basis

The difference between the CDS spread and par equivalent CDS spread: PECS basis = CDS spread - PECS It captures...

Z-Spread

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