Z-spread
id:
z-spread-161-12209091
title:
Z-spread
text:
The Z-spread, ZSPRD, zero-volatility spread, or yield curve spread of a bond is the parallel shift or spread over the zero-coupon Treasury yield curve required for discounting a predetermined 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 valu
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Z-spread
date created:
2006-03-24T09:11:45Z
date modified:
2024-08-27T11:21:46Z
main entity:
{"identifier":"Q8062844","url":"https://www.wikidata.org/entity/Q8062844"}
image:
fields total:
13
integrity:
14