标题: 求助Z-spread的问题 [打印本页]

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作者: studyn    时间: 2013-8-18 11:55     标题: 求助Z-spread的问题

The zero-volatility spread (Z-spread) is a measure of the spread off:
A. all points on the spot curve.
B. one point on the spot curve.
C. all points on the Treasury yield curve.
D. one point on the Treasury yield curve.

求分析解释，Thx。

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