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Investing Glossary:
Generic credit spread
Copyright 2010,
Campbell R. Harvey. All Rights Reserved.
Do not reproduce without explicit permission.
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| Definition: |
| Refers to the corporate Bond spread for a particular Credit rating and expiry. For example, 10-year single A corporates were priced or Trading at 130 Basis points above Treasuries last night, or said diffrently, 130 is the generic Credit spread for 10-year single A corporates.
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