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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.
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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.