Filter by Categories
Accounting
Banking

Zero-Volatility Spread

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

OAS

It stands for option-adjusted spread; the credit spread that is added over the spot rates (the Treasury spot rate curve,...

Option-Adjusted Spread

The credit spread that is added over the spot rates (the Treasury spot rate curve, the LIBOR rate curve, etc)...

Z-Spread

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