Spread de signature
- Spread de signature
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Le spread de signature pour les obligations à taux variable est un écart entre le taux de référence et le coupon payé.
Sur le marché à terme, il s'agit de la combinaison simultanée d'un achat et d'une vente de contrats sur des échéances différentes.
Les spreads sont la base de nombreuses stratégies sur les options.
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