Exchange Currency

par spread

Occurs when the spot price of a security is the same as the forward spread. Commonly found in forex trading, for example when the interest rates tied to a currency is the same as the one being traded. Also called at par forward spread.

Related information about par spread:
  1. What is par spread? definition and meaning - InvestorWords.com
    Definition of par spread: Occurs when the spot price of a security is the same as the forward spread. Commonly found in forex trading, for example when the ...
     
  2. The CDS Big Bang Research Report - Markit.com
    Mar 13, 2009 ... Most single names are currently quoted using a par spread (the ... 4 Assuming that the par spread of The Widget Corporation is 625 basis ...
     
  3. Par Credit Default Swap Spread Approximation - Opal Consulting ...
    Determining the Par Spread: A credit default swap has two valuation legs: fee and contingent. For a par spread, the net present value of both legs must equal to ...
     
  4. Par Spread - Forex Terms
    Par Spread. The term used to describe the situation where the bid and ask prices for a forward spread rate are identical. Suggest a term | Report a bug | Add ...
     
  5. What is par spread? Definition and meaning - InvestorGuide.com
    par spread - definition of par spread from InvestorGuide.com: The spread over ... The par spread is calculated as the sum of the difference between the bond's ...
     
  6. Fitch CDS Pricing Consensus Curve Methodology - Fitch Ratings
    the standard tenors are received; Fitch CDS Pricing uses a hazard rate approach to calculate the inferred par spread for these missing tenors. This approach ...
     
  7. 6" PAR Spread Lens Wall Wash Downlight - Prescolite
    6" PAR Spread Lens. Wall Wash Downlight. 1269. One 150W R40 or. 150W PAR38 Lamp. 120V or 277V. Ceiling Cutout: 61/8". Maximum Ceiling Thickness: 1" ...
     
  8. 'Big Bang' in the Credit Derivatives Universe - SuperDerivatives
    Mar 23, 2009 ... Based on market par spread quotes for CDS of different maturities, equation 1 is used to calibrate the default probability curve and to derive the ...