The spread between Treasury securities and non-Treasury securities that are identical in all respects except for quality rating.
Related information about quality spread:
- Quality Spread Differential (QSD) Definition | Investopedia
In an interest rate swap, the difference between the interest rates of debt obligations offered by two parties of different creditworthiness that engage in the swap.
- Quality spread differential - Wikipedia, the free encyclopedia
Quality Spread Differential (QSD) arises during an interest rate swap in which two parties of different levels of creditworthiness experience different levels of ...
- Quality Spread - Financial Dictionary - The Free Dictionary
Difference between Treasury securities and non-Treasury securities that are identical in all respects except for quality rating. For instance, the difference ...
- What is quality spread? definition and meaning
Definition of quality spread: The spread between Treasury securities and non- Treasury securities that are identical in all respects except for quality rating.
- quality spread - FX Words
The difference between yields on Treasury securities and non-Treasury securities...
- Quality spread Definition - NASDAQ.com
Quality spread: read the definition of Quality spread and 8000+ other financial and investing terms in the NASDAQ.com Financial Glossary.
- Quality spread - Bizterms.net
Also called credit spread, the spread between Treasury securities and non- Treasury securities that are identical in all respects except for quality rating.
- Jump diffusion models for risky debts: Quality spread differentials
CiteSeerX - Document Details (Isaac Councill, Lee Giles, Pradeep Teregowda): The quality spread differential is defined to be the difference between the default ...