NO.PZ2018062006000091
问题如下:
Which of the following spreads is described in basis points over an actual or interpolated government bond?
选项:
A.G-spread
B.Z-spread
C.OAS-spread
解释:
A is correct.
G-spread is described as the basis points over an actual or interpolated government bond.
考点:yield spread
解析:题干描述的是G-spread的定义,G-spread是公司债的YTM和政府债券的YTM之差,故选项A正确。
谢谢