Why should I choose AnalystNotes?
AnalystNotes specializes in helping candidates pass. Period.
Basic Question 9 of 12
Bond quoting conventions that can be used to determine a bond's price include:
II. I-spread.
III. Z-spread.
IV. TED spread.
V. LIBOR-OIS spread.
I. swap spread.
II. I-spread.
III. Z-spread.
IV. TED spread.
V. LIBOR-OIS spread.
User Contributed Comments 0
You need to log in first to add your comment.
I am happy to say that I passed! Your study notes certainly helped prepare me for what was the most difficult exam I had ever taken.
Andrea Schildbach
Learning Outcome Statements
explain the swap rate curve and why and how market participants use it in valuation;
calculate and interpret the swap spread for a given maturity;
describe short-term interest rate spreads used to gauge economy-wide credit risk and liquidity risk;
CFA® 2025 Level II Curriculum, Volume 4, Module 26.