Yield curve spread
Encyclopedia
In Economics
- Yield curveYield curveIn finance, the yield curve is the relation between the interest rate and the time to maturity, known as the "term", of the debt for a given borrower in a given currency. For example, the U.S. dollar interest rates paid on U.S...
- The spread between long-term and short-term Treasuries - Z-spreadZ-SpreadThe Z-spread, ZSPRD or Yield curve spread on a simple mortgage-backed security is the flat spread over the treasury yield curve required in discounting a pre-determined coupon schedule to arrive at its present market price....
- Also known as yield-spread curve, the flat spread over the treasury yield curve
In Materials Science
- Yield curveYield curve (physics)In material science, the yield curve describes the behaviour of a plastic material.In a two-dimensional stress system the pliability or stiffness of the material can be plotted on a graph in the form of a yield curve. The curve expresses the failure stress, the combination of stresses at which the...
- A graphical depiction of the behavior of a plastic material