Applies to derivative products. Difference in the value of two options , when the value of the one sold exceeds the value of the one bought. One sells a "credit spread". Antithesis of a debit spread Related: Quality spread .
CREDIT SPREAD
Meaning of CREDIT SPREAD in English
Campbell R. Harvey. Hypertextual finance English glossary. Английский словарь гипертекстовых финансов. 2012