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Results tagged with spread
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user 39540
A spread is a difference between two prices or yields. Bid-ask spreads reflect that the most competitive buyers and sellers want to trade an asset at different prices. Yield spreads reflect a difference in bond tenors, credits, liquidity, optionality, or other features. Option spreads reflect views on prices beyond just positive or negative. Commodity spreads reflect time evolution of supply or demand or the gross producer margin for creating a product.
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Spread duration curve by issuer or by sector
I was surprised to see that spread duration was not offered as a curve in Bloomberg. … Is this really as simple as using the Excel API to retrieve the DTS & OAS Spread Duration fields?
thanks …
- 11
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Spread duration curve by issuer or by sector
There is no way to plot the term structure of spread duration in BBG. … Not ideal but subsequently also not very useful, as a term structure of spread duration didn't really add any value to our analysis. …
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