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Beyond the Lehman 2004 paper, is anyone aware of a site where there are precise definitions and/or mathematical descriptions on how to calculate bond relative value measures?Specifically, I am referring to bond basis, credit basis, discount margin, G Spread, I Spread, OAS, par ASW, par equivalent CDS, Zero discount margin, and Z Spread.I have put the first version of such a spec on the Credit Analytics qfcl site, but we can keep this a living document, correcting/modifying it as needed.http://qfcl.wilmott.com/media/upload/wi ... .pdfThanks,- Lakshmi

I'm afraid I won't be of much help here, but have a small suggestion: remember to mention that RV stands for "Relative Value" in your case (I'm guessing), my first instinct was to think of Realized Volatility.

Thank you, just corrected RV to Relative Value.