标题: nominal spread [打印本页]

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作者: pawn    时间: 2011-7-11 19:11     标题: nominal spread

How to get this nominal spread? Is it the YTM spread over a treasury for the same maturity?

Nominal yield = coupon rate?

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作者: Windjammer    时间: 2011-7-11 19:11

FI world you could say yield = "coupon payment/facevalue" -- is called Current Yield...

isn;t it?

CP

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作者: bodhisattva    时间: 2011-7-11 19:11

cp , you are correct. My point was that current yield is not same as YTM, which I think you are saying in your first post above

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