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I-spread

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Title: I-spread  
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Subject: Mortgage yield, Adjusted current yield, Exchangeable bond, Agency debt, Clean price
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I-spread

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

References

  1. ^ Credit Spreads Explained
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