Hi - I originally posted this on the qfcl forum, but the general forum may be more appropriate for it so: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 RV 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

As already noted, RV to stand for "Relative Value" - thanks!