interpolated yield curve (I curve)


Yield curve that is determined using treasuries that are on-the-run. Since these treasuries only have specific maturities, the yield of those that are located between the on-the-run treasuries needs to be interpolated. Can be determined by regressions or via bootstrapping.
Browse Definitions by Letter: # A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
interpleader interpolation