Spencer · 2020年06月09日
问题如下：
Given the yield curve for US Treasury zero-coupon bonds, which spread is most helpful pricing a corporate bond? The:
选项：
A.Z-Spread.
B.TED spread.
C.Libor-OIS spread.
解释：
A is correct.
The Z-spread is the single rate which, when added to the rates of the spot yield curve, will provide the correct discount rates to price a particular risky bond.
老师请问，Treasury和T-Bill的区别是什么呢
NO.PZ2016022702000014 问题如下 Given the yielcurve for US Treasury zero-coupon bon, whispreis most helpful pricing a corporate bon The: A.Z-Sprea B.TEsprea C.Libor-OIS sprea A is correct.The Z-spreis the single rate which, when aeto the rates of the spot yielcurve, will provi the correscount rates to pria particulrisky bon考点Z-spreaspot yielcurve的基础上增加Z-sprea得到有风险债券的折现率。 通常美国国债中只有1年内的国债是0息，1年以上都是付息的。 US Treasury zero-coupon bon。 所以我选了B.
NO.PZ2016022702000014 Z-Spreabenchmark curve都可以是什么？ 默认是Treasury yiel？
老师，我想问下G-sprea不是也是衡量公司信用风险的？跟Z-sprea什么区别嘛？
