Yield curve spread on a simple mortgage-backed security (MBS) is the flat spread over the treasury yield curve required in discounting a pre-determined coupon schedule to arrive at its present market price. That is, the MBS yield curve spread is based on a comparison of the market price to a model of the bond which includes no variability in interest rate or mortgage repayment rates.
| Property | Value |
|---|
| dbpprop:abstract
|
- Yield curve spread on a simple mortgage-backed security (MBS) is the flat spread over the treasury yield curve required in discounting a pre-determined coupon schedule to arrive at its present market price. That is, the MBS yield curve spread is based on a comparison of the market price to a model of the bond which includes no variability in interest rate or mortgage repayment rates.
|
| dbpprop:date
| |
| dbpprop:discuss
|
- Talk:Z-spread Merger proposal
|
| dbpprop:otheruses4Property
|
- the spread between long-term and short-term Treasuries
- the yield spread of mortgage-backed securities over the yield curve
- yield curve
|
| dbpprop:wikiPageUsesTemplate
| |
| rdfs:comment
|
- Yield curve spread on a simple mortgage-backed security (MBS) is the flat spread over the treasury yield curve required in discounting a pre-determined coupon schedule to arrive at its present market price. That is, the MBS yield curve spread is based on a comparison of the market price to a model of the bond which includes no variability in interest rate or mortgage repayment rates.
|
| rdfs:label
| |
| skos:subject
| |
| foaf:page
| |
| is dbpprop:redirect
of | |
![[RDF Data]](/statics/sw-cube.png)
