option on credit spread

option on credit spread
Abbreviation: OCS

Универсальный русско-английский словарь. . 2011.

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  • Credit spread — may refer to: Credit spread (option) Credit spread (bond) This disambiguation page lists articles associated with the same title. If an internal link led you here, you may wish to change the link to point directly to the in …   Wikipedia

  • Credit spread (options) — Finance Financial markets Bond market …   Wikipedia

  • Credit spread (bond) — Finance Financial markets Bond market …   Wikipedia

  • Credit Spread Option — A financial derivative contract that transfers credit risk from one party to another. An initial premium is paid by the buyer in exchange for potential cash flows if a given credit spread changes from its current level. The buyer of a credit… …   Investment dictionary

  • Credit Spread — Der Credit Spread ist ein Renditezuschlag, den Investoren bei einer Anlage in ausfallrisikobehaftete Unternehmensanleihen erhalten. Der Credit Spread kompensiert den Anleger für die mit der Investition verbundenen Risiken. Der Credit Spread wird… …   Deutsch Wikipedia

  • Credit Spread — 1. The spread between Treasury securities and non Treasury securities that are identical in all respects except for quality rating. 2. An options strategy where a high premium option is sold and a low premium option is bought on the same… …   Investment dictionary

  • credit spread — Applies to derivative products. Difference in the value of two options, when the value of the one sold exceeds the value of the one bought. One sells a credit spread. Antithesis of a debit spread Related: quality spread. Bloomberg Financial… …   Financial and business terms

  • Credit spread warrant — A warrant (ie securitized option) that has as an underlying, the credit spread of a debt issuer …   Wikipedia

  • spread — n 1 a: the difference between any two prices for similar articles the spread between the list price and the market price of an article b: the difference between the highest and lowest prices of a product or security for a given period c: the… …   Law dictionary

  • Credit analysis — is the method by which one calculates the creditworthiness of a business or organization. The audited financial statements of a large company might be analyzed when it issues or has issued bonds. Or, a bank may analyze the financial statements of …   Wikipedia

  • Option-adjusted spread — (OAS) is the flat spread which has to be added to the treasury yield curve in a pricing model (that accounts for embedded options) to discount a security payment to match its market price. OAS is hence model dependent. This concept can be applied …   Wikipedia


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