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The Z-spread of a bond is the number of basis points (bp, or 0.01%) that one needs to add to the Treasury yield curve (or technically to Treasury forward rates) so that the Net present value of the bond cash flows (using the adjusted yield curve) equals the market price of the bond (including accrued interest). The spread is calculated iteratively.
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Yield spread – difference between the quoted rates of return on two different investments; I-spread — difference between a bond yield and an interpolation from the Treasury yield curve; Z-spread — parallel spread of a bond yield over the zero-volatility Treasury yield curve
Z. Z-spread; Zero rate This page was last edited on 6 November 2019, at 10:50 (UTC). Text is available under the Creative Commons Attribution-ShareAlike 4.0 License ...
Z. Z-spread; Zero rate This page was last edited on 23 June 2017, at 21:54 (UTC). Text is available under the Creative Commons Attribution-ShareAlike 4 ...
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Z-score is a type of statistical ratio. It may also refer to: Z-value, in ecology; Z-factor, in high-throughput screening; Altman Z-score, in financial analysis
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