Conventionally, the zero rates for calculating Z-spread are determined from the Treasury curve, with [...]compounding.
Answer
semi-annual
Tags
#bonds #finance #yield-to-maturity #z-spread
Question
Conventionally, the zero rates for calculating Z-spread are determined from the Treasury curve, with [...]compounding.
Answer
?
Tags
#bonds #finance #yield-to-maturity #z-spread
Question
Conventionally, the zero rates for calculating Z-spread are determined from the Treasury curve, with [...]compounding.
Answer
semi-annual
If you want to change selection, open original toplevel document below and click on "Move attachment"
Parent (intermediate) annotation
Open it Conventionally, the zero rates for calculating Z-spread are determined from the Treasury curve, with semi-annual compounding.
Original toplevel document
Z-spread - Wikipedia, the free encyclopedia onal factors such as liquidity and credit risk. The Z-spread quantifies the impact of these additional factors. It is the spread you need to add to the curve you are discounting with in order to generate a price that matches the market price.
<span>Conventionally, the zero rates are determined from the Treasury curve, with semi-annual compounding.
The Problem with YTM spreads[edit]
Coupon Paying bonds are essentially portfolios of Zero Coupon Bond components and the Yield to Maturity of such instruments can be thought of as being
Summary
status
not learned
measured difficulty
37% [default]
last interval [days]
repetition number in this series
0
memorised on
scheduled repetition
scheduled repetition interval
last repetition or drill
Details
No repetitions
Discussion
Do you want to join discussion? Click here to log in or create user.