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
Summary
status
not learned
measured difficulty
37% [default]
last interval [days]
repetition number in this series
0
memorised on
scheduled repetition
scheduled repetition interval
last repetition or drill
Details
No repetitions
Discussion
Do you want to join discussion? Click here to log in or create user.