The spread that would be realized over the whole risk-free spot rate curve if a given risky security such as...
It stands for option-adjusted spread; the credit spread that is added over the spot rates (the Treasury spot rate curve,...
The credit spread that is added over the spot rates (the Treasury spot rate curve, the LIBOR rate curve, etc)...
It stands for zero-volatility spread. The basis points which are added to the yield at each point on the spot...