Algo Debt Credit Spread

From Open Risk Manual

Definition

Algo Debt Credit Spread. The Spread between the Debt Instrument Maturity and the Credit Rating of the Issuer.


Issues and Challenges

This does not match the Wikipedia definition for Credit Spread, as defined for Bonds. Is this another, different term or a misunderstanding? Note that the units for this defined item would be nonsencical (the difference between a credit rating and a maturity).

Disclaimer

This entry annotates a FIBO Ontology Class. FIBO is a trademark and the FIBO Ontology is copyright of the EDM Council, released under the MIT Open Source License. There is no guarantee that the content of this page will remain aligned with, or correctly interprets, the concepts covered by the FIBO ontology.

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