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- Z-spread abstract "The Z-spread, ZSPRD, Zero-volatility spread or Yield curve spread of a mortgage-backed security (MBS) is the parallel shift or spread over the zero-coupon Treasury yield curve required for discounting a pre-determined cash flow schedule to arrive at its present market price. The Z-spread is also widely used in the credit default swap (CDS) market as a measure of credit spread that is relatively insensitive to the particulars of specific corporate or government bonds.Since the Z-spread uses the entire yield curve to value the individual cash flows of a bond, it provides a more-realistic valuation than an interpolated yield spread based on a single point of the curve, such as the bond's final maturity date or weighted-average life. However, the Z-spread does not incorporate variability in cash flows, so a fuller valuation of a rate-dependent security often requires the more-realistic (and more-complicated) option-adjusted spread.".
- Z-spread wikiPageID "4498217".
- Z-spread wikiPageLength "3769".
- Z-spread wikiPageOutDegree "32".
- Z-spread wikiPageRevisionID "644383317".
- Z-spread wikiPageWikiLink Accrued_interest.
- Z-spread wikiPageWikiLink Amortization_(business).
- Z-spread wikiPageWikiLink Basis_point.
- Z-spread wikiPageWikiLink Category:Bonds_(finance).
- Z-spread wikiPageWikiLink Category:Fixed_income_analysis.
- Z-spread wikiPageWikiLink Compound_interest.
- Z-spread wikiPageWikiLink Corporate_bond.
- Z-spread wikiPageWikiLink Credit_default_swap.
- Z-spread wikiPageWikiLink Credit_risk.
- Z-spread wikiPageWikiLink Discounting.
- Z-spread wikiPageWikiLink Embedded_option.
- Z-spread wikiPageWikiLink Forward_rate.
- Z-spread wikiPageWikiLink Government_bond.
- Z-spread wikiPageWikiLink I-spread.
- Z-spread wikiPageWikiLink Market_(economics).
- Z-spread wikiPageWikiLink Market_liquidity.
- Z-spread wikiPageWikiLink Maturity_(finance).
- Z-spread wikiPageWikiLink Mortgage-backed_security.
- Z-spread wikiPageWikiLink Net_present_value.
- Z-spread wikiPageWikiLink Option-adjusted_spread.
- Z-spread wikiPageWikiLink PSA_prepayment_model.
- Z-spread wikiPageWikiLink Prepayment_of_loan.
- Z-spread wikiPageWikiLink Price.
- Z-spread wikiPageWikiLink United_States_Treasury_security.
- Z-spread wikiPageWikiLink Vertical_translation.
- Z-spread wikiPageWikiLink Weighted-average_life.
- Z-spread wikiPageWikiLink Yield_curve.
- Z-spread wikiPageWikiLink Yield_spread.
- Z-spread wikiPageWikiLink Zero-coupon_bond.
- Z-spread wikiPageWikiLinkText "Yield curve spread".
- Z-spread wikiPageWikiLinkText "Z-spread".
- Z-spread wikiPageUsesTemplate Template:Bond_market.
- Z-spread subject Category:Bonds_(finance).
- Z-spread subject Category:Fixed_income_analysis.
- Z-spread hypernym Shift.
- Z-spread type Agent.
- Z-spread type Redirect.
- Z-spread comment "The Z-spread, ZSPRD, Zero-volatility spread or Yield curve spread of a mortgage-backed security (MBS) is the parallel shift or spread over the zero-coupon Treasury yield curve required for discounting a pre-determined cash flow schedule to arrive at its present market price.".
- Z-spread label "Z-spread".
- Z-spread sameAs Q8062844.
- Z-spread sameAs m.0c5mlw.
- Z-spread sameAs Q8062844.
- Z-spread wasDerivedFrom Z-spread?oldid=644383317.
- Z-spread isPrimaryTopicOf Z-spread.