Exchange Currency

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.

Related information about interpolated yield curve (I curve):
  1. Interpolated Yield Curve (I Curve) Definition | Investopedia
    A yield curve derived by using on-the-run treasuries. Because on-the-run treasuries are limited to specific maturities, the yield of maturities that lies between the ...
     
  2. Interpolated Yield Curve - I Curve: Definition from Answers.com
    Interpolated Yield Curve - I Curve A yield curve derived by using on-the-run treasuries. Because on-the-run treasuries are limited to specific.
     
  3. What is interpolated yield curve - InvestorWords.com
    Definition of interpolated yield curve (I curve): Yield curve that is determined using treasuries that are on-the-run. Since these treasuries only have specific ...
     
  4. What is Interpolated Yield Curve (I Curve)? definition and meaning
    Definition of Interpolated Yield Curve (I Curve): A yield curve derived using on- the-run treasuries.
     
  5. What is yield curve? definition and meaning
    Related Terms. Interpolated Yield Curve (I Curve) · convexity · inverted yield curve · Z-spread. Mentioned in these terms. normal yield curve · positive yield curve ...
     
  6. What is yield? definition and meaning
    labor yield rate · Interpolated Yield Curve (I Curve) · yield spread · flat yield · yield point · annual percentage yield (APY) · breakeven yield · crop yield · positive ...
     
  7. What is treasuries? definition and meaning
    Related Terms. TED Spread · Interpolated Yield Curve (I Curve) · advertise here. Nearby Terms. travel accident... travel advisory · travel and ente... travel and ...
     
  8. What is interpolation? definition and meaning
    interpolation. Interpolated Yield Curve (I Curve) · interpreter. Definitions (2). 1. Estimation of an unknown quantity between two known quantities (historical data) , ...