Bond Yield Spread Calculator – Fixed Income Tools – Multi-Tools

Bond Yield Spread Calculator

Calculate and analyze bond yield spreads including nominal spread, zero-volatility spread (Z-spread), and option-adjusted spread (OAS). Compare bonds across different maturities and credit qualities.

Bond Details
Subject Bond
Reference Bond/Rate
Advanced Options
Optional: Used for Option-Adjusted Spread calculation

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How to Use
  1. Enter subject bond details
  2. Input reference rate information
  3. Set payment frequency
  4. Add volatility for OAS calculation
  5. Click Calculate to view spread analysis

Note:

  • Z-spread considers entire yield curve
  • OAS accounts for embedded options
  • Higher spreads indicate higher risk

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