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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

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

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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

Conventionally, the zero rates for calculating Z-spread are determined from the Treasury curve, with semi-annual compounding.

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

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