The
Interpolated Spread or
I-spread or
ISPRD is the difference between the
yield to maturity of the
bond and the linearly interpolated yield to the same maturity on an appropriate reference curve
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I-spread
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<span>The Interpolated Spread or I-spread or ISPRD is the difference between the yield to maturity of the bond and the linearly interpolated yield to the same maturity on an appropriate reference curve.[1]
See also[edit]
Option-adjusted spreadZ-spread
References[edit]
^ Credit Spreads Explained
vte
Bond market
BondDebentureFixed income
Types of bonds by issuer
Agency bondCor Summary
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Details