Z-spread - определение. Что такое Z-spread
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Что (кто) такое Z-spread - определение


Z-spread         
Z BONDS
Z-Spread; ZSPRD
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 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.
Calendar spread         
TYPE OF STOCK OPTIONS TRADING STRATEGY
Time Spread; Horizontal Spread; Calendar spreads; Horizontal spread; Time spread
In finance, a calendar spread (also called a time spread or horizontal spread) is a spread trade involving the simultaneous purchase of futures or options expiring on a particular date and the sale of the same instrument expiring on another date. These individual purchases, known as the legs of the spread, vary only in expiration date; they are based on the same underlying market and strike price.
Bid–ask spread         
  • Order book depth chart on a currency exchange. The x-axis is the unit price, the y-axis is cumulative order depth. Bids (buyers) on the left, asks (sellers) on the right, with a bid–ask spread in the middle.
DIFFERENCE BETWEEN PRICES QUOTED FOR BUYING AND SELLING A FINANCIAL SECURITY
Bid/ask; Bid/ask spread; Bid-ask; Bid-ask spread; Bid/offer spread; Bid ask spread; Bid and ask; Bid offer spread; Buy-sell spread; Buy/sell spread; Buy sell spread; Bid-offer spread; Bid–offer spread; Buy–sell spread; Bid-ask spreads
The bid–ask spread (also bid–offer or bid/ask and buy/sell in the case of a market maker) is the difference between the prices quoted (either by a single market maker or in a limit order book) for an immediate sale (ask) and an immediate purchase (bid) for stocks, futures contracts, options, or currency pairs in some auction scenario. The size of the bid–ask spread in a security is one measure of the liquidity of the market and of the size of the transaction cost.