Nominal Yield Spread
网友投稿• 2022-01-05 15:53:38 •阅读73
The spread, expressed in percent or basis points, that when added to the yield at one point on the Treasury yield curve equals the discount factor that will make a security's cash flows equal to its current market price. |||Nominal yield spreads are a convention frequently used in pricing certain types of mortgage-backed securities (MBS). These MBSs are priced at a spread over the interpolated Treasury curve at the point equal to their weighted average life.
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