| 01-30-2008, 04:46 AM | #1 |
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Member
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Join Date: Sep 2007
Posts: 42
Thanks: 21 Thanked 8 Times in 6 Posts |
hi everyone,
could someone help me to convert credit ratings (either or both S&P and Moodys rating) to credit spreads? (e.g. what is the typical spread for BBB bonds?) the spread might change overtime so a time series of recent data would be great, otherwise the static version of the typical spread conversion table would also help. thanks a lot, TD. |
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