TERMIUM Plus®

The Government of Canada’s terminology and linguistic data bank.

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Record 1 2004-04-28

English

Subject field(s)
  • Stock Exchange
  • Investment
  • Banking
DEF

Agreement to pay or receive at some time in the future a cash payment which depends on the difference between a spread (i.e., the difference in yields between two financial assets) agreed at contract initiation and that prevailing at settlement.

French

Domaine(s)
  • Bourse
  • Investissements et placements
  • Banque
DEF

Contrat à terme conclu de gré à gré, ayant pour sous-jacent l'écart entre les taux d'intérêt de deux émissions d'obligations d'échéance similaire, mais dont les notations diffèrent.

Spanish

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TERMIUM Plus®, the Government of Canada's terminology and linguistic data bank
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