CREDIT SPREAD


Meaning of CREDIT SPREAD in English

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 .

Campbell R. Harvey. Hypertextual finance English glossary.      Английский словарь гипертекстовых финансов.