Spread: Difference between revisions
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imported>Doug Williamson (Layout.) |
imported>Doug Williamson (Clarify second definition.) |
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The differential between the yields on two fixed-income securities, usually expressed in basis points. | The differential between the yields on two fixed-income securities, usually expressed in basis points. | ||
In the corporate borrowing context, it is usually the difference between the yield on a fixed-income corporate security, and a comparable risk-free investment, such as a gilt. | |||
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* [[Spread bet]] | * [[Spread bet]] | ||
* [[Standard deviation]] | * [[Standard deviation]] | ||
* [[TED spread]] | |||
* [[Variance]] | * [[Variance]] | ||
* [[Yield]] | * [[Yield]] | ||
[[Category:Corporate_financial_management]] | [[Category:Corporate_financial_management]] | ||
Revision as of 07:39, 3 April 2019
1. Two-way price quotations.
Bid-offer spread.
2. Borrowing and investment.
The differential between the yields on two fixed-income securities, usually expressed in basis points.
In the corporate borrowing context, it is usually the difference between the yield on a fixed-income corporate security, and a comparable risk-free investment, such as a gilt.
3. Statistics.
In statistics, spread is the extent to which data are clustered centrally, or more widely dispersed.
Measured for example by Standard deviation, Variance or Mean deviation.
