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Generic credit spread |
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Generic credit spread Refers to the corporate bond spread for a particular credit rating and expiry. For example, 10-year single A corporates were priced or trading at 130 basis points above Treasuries last night, or said diffrently, 130 is the generic credit spread for 10-year single A corporates. How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content. |
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