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Interpolated Spread or I-spread or ISPRD
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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 - Wikipedia, the free encyclopedia
enwiki:resourceloader:filter:minify-css:7:3904d24a08aa08f6a68dc338f9be277e */ I-spread From Wikipedia, the free encyclopedia Jump to: navigation, search <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


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