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In telecommunications, the delay spread is a measure of the multipath richness of a communications channel. In general, it can be interpreted as the difference between the time of arrival of the earliest significant multipath component (typically the line-of-sight component) and the time of arrival of the last multipath components.
Net interest spread is similar to net interest margin; net interest spread expresses the nominal average difference between borrowing and lending rates, without compensating for the fact that the amount of earning assets and borrowed funds may be different.
The Z-spread of a bond is the number of basis points (bp, or 0.01%) that one needs to add to the Treasury yield curve (or technically to Treasury forward rates) so that the Net present value of the bond cash flows (using the adjusted yield curve) equals the market price of the bond (including accrued interest). The spread is calculated iteratively.
Net interest margin is similar in concept to net interest spread, but the net interest spread is the nominal average difference between the borrowing and the lending rates, without compensating for the fact that the earning assets and the borrowed funds may be different instruments and differ in volume.
In finance, the yield spread or credit spread is the difference between the quoted rates of return on two different investments, usually of different credit qualities but similar maturities. It is often an indication of the risk premium for one investment product over another. The phrase is a compound of yield and spread.
For example, floating-rate notes (FRNs) have rates based on the 13-week Treasury bill, plus a spread — similar to a margin rate. Treasury Inflation Protected Securities, or TIPS, also pay out ...
The IQR may also be called the midspread, middle 50%, fourth spread, or H‑spread. It is defined as the difference between the 75th and 25th percentiles of the data. [ 2 ] [ 3 ] [ 4 ] To calculate the IQR, the data set is divided into quartiles , or four rank-ordered even parts via linear interpolation. [ 1 ]
Quantifi Powers Price-Spread Calculator for ICE Credit Futures Web-based calculator allows ICE market participants to accurately measure risk exposures LONDON & NEW YORK--(BUSINESS WIRE ...