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@ShaktiRathore - Thanks :) I've another doubt. In case of interest changes we consider OAS that removes the sensitivity of interest rate volatility, considering a bond trading at par and everything about the bond remains constant i.e all the risks remain constatnt (Credit, liquidity, default...

Hi David, Does Z spread for a same bond, when calculated at different time periods changes ? For example lets say we are valuing a bond on January 2000 that will mature in January 2010 bond. Lets say z spread for the bond is 100 bps at Jan 2000. Will Z spread be the same when we will value the...