Z-spread: related pages
NPV (net present value)
The current value of a stream of future cash flows, negative or positive.
Yield spread
The difference between the yield on a bond and the yield on a similar risk free debt instrument.
YTC (Yield to Call)
The yield on a callable bond, between the present and the earliest date on which it is callable.
Yield to worst
The lowest of the different measurements of yield on a bond.
Risk premium
The difference between the rate of return on a security (or a market or an investment) and the risk free rate of return.
Copyright Graeme Pietersz © 2005-2019
