Questions tagged [z-spread]

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Gianluca Gianluca Wed Jul 24 2024 | 7 answers 1618

What is the difference between Z-spread and OAS?

Excuse me, could you please elaborate on the distinction between Z-spread and OAS in the context of finance and investment analysis? I've heard these terms used interchangeably at times, but I'm curious about the specific nuances that set them apart. Could you highlight the key differences and explain how they're utilized in assessing the risk and potential return of fixed-income securities or bond portfolios?

What is the difference between Z-spread and OAS?

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