Talk:I-spread
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Benchmark yield curves
[edit]All spreads are from some reference rate, but what is the reference rate for the I-Spread is not answered. Totalescape (talk) 01:49, 30 March 2011 (UTC)
- I suppose it is the Interbank rate. On the other hand, the G-spread is the spread to a Government (Treasury) rate — Preceding unsigned comment added by 193.203.233.4 (talk) 17:21, 16 September 2011 (UTC)
- I-spread can use government rates, interbank swap rates, or any other benchmark yield curve, and the choice should always be explicitly specified. I added a sentence to the article to explain this. —Patrug (talk) 07:34, 30 March 2017 (UTC)