Warning: Creating default object from empty value in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/plugins/independent-core/admin/ReduxCore/inc/class.redux_filesystem.php on line 29 Zero-Volatility Spread – Fincyclopedia
[wpdreams_ajaxsearchpro id=44 ]
  • Monday, April 28, 2025
  • The Financial Encyclopedia
[wpdreams_ajaxsearchpro id=43 ]
Notice: Undefined variable: myString in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/themes/independent/tag.php on line 49

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...