FIA Lesson 10 | Yield spread measures

The notes: https://drive.google.com/file/d/1kcz9... The slides: https://drive.google.com/file/d/18Hkf... The spreadsheet: https://docs.google.com/spreadsheets/... 00:00 Intro 00:11 Recap 00:37 Summary 01:24 The yield spread 02:09 The benchmark spread 02:37 The G-spread 05:13 Matrix pricing 05:56 The I-spread 06:56 The standard swap 07:43 The Z-spread 11:37 The differences in yield spread measures